Aaron-
No clips is the only way I shoot my 25-2, and it gets shot quite a bit in cold weather since we have to be in on the indoor range.
I hate moonclips of any kind. I don't care what anyone says about them. I don't use my gun for competition or SD so clips are a waste of time for me.
My gun is correctly chambered, and cases headspaces on the case mouth correctly (something that most made by S&W since 1988 aren't), and it works perfectly without clips. They drop out on their own most of the time, but a quick flip with a fingernail does the ones that don't come out on their own.
S&W decided to make things easy for themselves since most guys will use clips, and used overly generous chamber specs regarding the depth when they came out with the Model of 1988, and haven't seen fit to change them since.
These guns and most all subsequent 625's really require clips (or AR brass) to avoid misfires.
Of course, there are exceptions in the 625 line that come off the line, and have chambers that are very close to being correct, and fire ammo without clips just fine- but they are the exception.
I will add that recently, I have been hearing that S&W seems to be addressing the overly deep chambers in the 625's, so maybe things are turning around with them, and that'd be great.