I've used just about everything at one time or another, but finally returned to the simple alloy pedal with reflectors and toe clips. I like the way the toe clip holds the foot firmly in place on the pedal, while not having to find the sweetspot of clipping in and out repeatedly when riding through urbanized areas. I still use SPD style shoes because I like their power on the pedal, but I have removed the cleats. In my experience, it did not matter how deep the cleat was recessed in the sole of the shoe, it still made awful grinding noises when walking on concrete and sometimes there would be tapping when walking on museum floors.