You have a few options. One is to get a cycling shoe that can be used for walking and running. This isn't a very easy thing to find as running shoes have much more flex than cycling shoes so the sole design principles run contrary to one another. There are however some compromised designs. One such shoe is the Lake MX90.



Another option would be to get a clipless pedal adapter that you can temporarily insert into the pedals to allow you to use regular cross-training shoes. Winwood makes two variety of these. One has toeclips and the other is a platform.

The one with toeclips/straps is the Winwood InStep. You can get them for either Look or Shimano SPD style pedals. The SPD compatible InStep has mounting holes for two-bolt cleats so you can use them with other types of MTB style pedals than just Shimano SPDs.



For a pure platform solution, there's the Winwood Decksters. However, I think Decksters only come with SPD-compatible cleat mountings.



A third option would be of course to carry a set of crosstrainer shoes with you on your ride to the gym and then simply swap shoes as appropriate.