Nothing wrong with SPDs (they were my first pair of road shoes), but you did mention that walkability wasn't necessarily an issue for you. No reason you can't use Speedplay Zeros...I use a pair in the city, and think they are fine. I'll even pop into a bodega while wearing them, no biggie.
Agree with the poster above who said he wouldn't wear them for 5-min errand runs, though. I haven't personally tried them, but there are pedals with SPD on one side and a platform on the other. Those might be a good option for you.