I have the keep on covers on one set of shoes and they work well, never had an issue with them falling off. In fact, it's a pain in the ass to get them on because they're so snug around the cleats.

On my new pair of shoes I bought the aero cleats/covers since they were the same price as buying the normal cleats and another set of covers. I haven't had any issues with these falling off either...same thing, they're extremely snug on the cleat.