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HillyBen-
I don't know yet, I'm hoping not to walk very much at all. @tilover - after building the bike and getting every other thing (including some shoes!), I'm just hoping to avoid buying a pair of leather shoes that I'll hardly ever wear - all the ones I've seen on the internet are pretty expensive and handmade (Quoc Pham, Reynolds, Vittoria etc, all really nice looking shoes of course), and I've not seen anything cheaper and less niche in local shops. But @danstuff I'm experimenting with a cunning plan involving replacing the death cleats with a recycled section of trainer sole - not perfectly comfortable or secure and deeply un-stylish but seems like it might work.
xrayspex
What shoes do people use? I got some oldish Castelli road shoes with cleats - they look the business, but riding in them is petrifying and painful (they make my ankles hit the cranks quite often) and the soles are like glass so just removing the cleats not really an option. Not everybody in the pictures seems to be wearing period correct cycling shoes!