Not trying to confuse you more, but if you have knee problems you might want to consider Speedplay pedals. The cleats have a lot of float which means your knees are not as locked into one position while you pedal. I find that you do want to use the cleat covers if you're walking on anything unpaved to keep dirt out of the cleats.
I used SPD pedals on my road bike for several years and they were fine until I started having knee problems, which is when I switched to the Speedplays.
For shoes, Sidis are excellent but expensive and on the narrow side. I have new Bontrager shoes which I think I will like a lot once I get the cleat position adjusted correctly. They have good arch support and are not as narrow in the toe box. And they have carbon soles but only cost $180.
I haven't had trouble walking around in road shoes with cleats, as long as I wear the cleat covers. I can walk well enough on pavement without the covers but that does nick up the cleats quite a bit.
- Gray 2010 carbon WSD road bike, Rivet Independence saddle
- Red hardtail 26" aluminum mountain bike, Bontrager Evoke WSD saddle
- Royal blue 2018 aluminum gravel bike, Rivet Pearl saddle
Gone but not forgotten:
- Silver 2003 aluminum road bike
- Two awesome worn out Juliana saddles