A client is much better than the web client. Unless you leave your browser open, you'll miss out on the conversations that happen while you're not there. With the client, you can keep it open all the time and you can see everything that goes on when you're not there. And it's not considered eavesdropping in that case~
Also, this link maybe to Guru, but it's a decent little guide to the basics of IRC and it's commands.