I've used Speedplays for over 3 years and really love them. They allow a great deal of float options which is healthy for the knees and they are awesome racing and clicking in and out constantly on a group ride through town, as you don't need to look down or worry about which side is up.
The walkable covers don't come off if installed correctly (you have to really push them down on and make sure they interface with the screws on the side). If they do come off when properly installed, it may mean yours are old and worn and need replacement, which is pretty cheap.
As for the 3 screws that hold the base plate onto your shoe, make sure to use some Loctite when mounting them. This keeps them from eventually loosening. For the four positioning screws that mount the cleat to the base plate, make sure not to tighten one too much before you get all of the others threaded and in as well. Then spread the tightening around until you get them all nice and firm. The tolerance on these is pretty tight. I like the design, however, as a quick loosening of them allows me to adjust the cleat inward or outward a good amount should that be necessary when putting them on a new pair of shoes.
I find the color options to be fun for the aero/walkable covers and haven't slipped on my arse once in these at the coffee shop or otherwise. I also bought those little strips that make the cleat even more aero for an extra $10. Maybe I'm dumb, but then again, maybe I'm saving 1 watt in my cat 3 race! Look out now!!!
The only caution I would give is that you should never use the road version of these for a non-hard pack gravel ride or a ride in the snow. You'll get mud/ice packed in that cleat hole faster than Mary Poppins can open her umbrella. Learned that the hard way on a prep ride for the BWR, having to climb Double Peak with only one foot able to clip in. Not fun!