I wear running shoes in my clips, keep 'em pretty snug out in the 'burbs but when I get downtown I leave them looser. Running shoe soles compress a bit so can get a pretty snug feel before creating hotspots..

I have some BMX platforms too. SOME skate shoes and my winter boots totally lock into those, but running shoes tend to wander. BTW, BMX pedals have pins, not pegs.