I moved to lycra shorts several months ago from baggies. I dont even have a road bike yet, still hacking around on a mountain bike with rack, mudguards, and road tyres on, lol.
The biggest thing i noticed was one day when my lycra was still wet and i had to lob my baggies on - wow, they dont move with you like lycra does. They almost rub/chafe your thigh with each rotation of the crank, not good!
Went out and bought another pair of lycra shorts, and a pair of tights that evening.