My CX bike is ridiculously practical and versatile--I ride it everywhere. It's got 30c Schwalbe CX Comps on it (I've only been able to find the 30c size at thebikebiz.com). They're noticeably slower than slicks, but not really that bad. The versatility is definitely worth it--I take my bike out on singletrack, through alleys, over glass, etc. The semi slick tread is nice because I run my bike fixed a lot and pop skids every once in awhile.
I have my sportier road bike too, but the Rob Roy gets ridden most of the time.