I march around on my SPDs all the time, with nary a second thought. They are fine and very durable.

The only ill effect of this has been during my big charity ride I lost a screw and had to hunt down the sag vans before they left on the 2nd morning (of course, this after looking at my husband funny for suggesting we pack extra cleats/cleat parts in our luggage - the universe does have a sense of humor). Now I know to tighten the screws and make sure they're not coming loose as part of my equipment check.