[Porsche-O-Phile]

If you really want to maximize the effect of clipless, invest in a power crank (about $300-400). Your legs will feel like mush after a few miles. You will hate the infernal device and wish to smash it with a 12-pound sledgehammer. You will loathe it. It will anger you. But it WILL make you stronger. A lot stronger.

+1 to the above - get a good/decent mid-range set of clipless and forget about it. I have used Ultegra for years and they're just fine. Reasonably light (there are certainly lighter out there) and durable. Good luck.

I hate cold w/x riding too but it beats no riding. I picked up a Kurt Kinetic Rock n Roll for those mornings it's too crappy to go outside at all, so at least I can get something resembling exercise.