I use old school Look Delta, which are the worst for walking, Shimano SPD-SL and Look Keo, both of which have rubber "feet" that make them less slippery for short walks -- between the bike and toilet, or outside table and bar at the brewpub. None of them are good for much walking.
Many spin bikes are equipped with Look Delta pedals so that's what most users buy cleats for. But you can change to any pedals/cleats you prefer.
Many of my local cycling friends prefer mountain biking type pedals and cleats for the more walking-friendly shoes. Doesn't really seem to hinder them on spirited rides either.
Shoe sole stiffness may matter more than the pedal/cleat design. My road shoes are rated 7 out of 10 on some arbitrary stiffness scale and seem adequate for my limited ability. If I could find mountain biking shoes with comparably stiff soles those would be fine with me.