I use Look Keo pedal paired with SIDI road shoes. While I do have to walk around in my shoes now and again, it's never been that big of a deal. Look now puts little rubber pads on their cleats that help with the sliding. Plus, they sell cleat offers that you can easily carry with you and put on your cleats when you need to walk around. Now, if I did a lot of touring and sightseeing by bike, I might feel differently, but for club rides and the like, a recessed cleat just hasn't proven to be a necessity for me.