Basically, the locking clip acts as a belt positioner to hold the belts (and therefore the car seat) in the correct place before an accident happens. Once the accident happens, the emergency locking retractor (inside the car at the top of the seatbelt) takes over, 'locking the belt'. The locking clip is not strong enough to withstand crash forces by itself, so it can't be used as a replacement for a broken emergency locking retractor.
All cars made 1997 and after are required to have a way to pre-lock the seatbelt without using a locking clip. Some seatbelts can be prelocked by pulling the belt all the way out and letting it 'click' back in (like yours). Others have a little doohickey down by the male end of the buckle that is basically a locking clip all ready installed on the seatbelt.
The trouble with the seatbelts that lock by pulling them out, they work by 'clicking'...each time the seatbelt feeds back a little more into the retractor, the retractor holds it there and doesn't let it go back. If you have a really sensitive retractor, or a really small seat without a lot of bulk, every time you go over a bump or take a hard turn, it clicks back one more time, until eventually the baby is lying on his side. LOL.
This page offers a good primer on locking clips:
http://www.carseatsite.com/lockingclips.htm
I don't *think* any of the four seats you mentioned will be difficult to install with a seatbelt in your vehicle, although the only way to know for sure is to try
For the Complete Air, I agree that the non-removeable head pad cover was probably not the most well-thought-out thing to ever happen in the history of car seat design. We have one, and it hasn't been a problem for us, but, if, for example, your child has a history of severe motion sickness, you might want to pick a seat that's more completely washable!
(just remember that you can never launder a harness, only the cover).
The My Ride and the Radian covers wash up very nicely in the washing machine on cold. I haven't personally disassembled a True Fit for washing so I'll let someone else cover that