Yes, I'm one of those. I like to walk everywhere. (I actually hate driving, and I hate cars... even though, living in LA, I spend most of my waking hours behind the wheel.) When I dropped out of college (for a year) I took a job that required me to walk four or five miles each way... my friends told me I was nuts, but in retrospect I think it was time really well-spent (because I was able to use it to figure out a lot of important stuff about myself). Now I know that I do some of my best work (musical and otherwise) while walking. And the setting hardly matters: it's just as useful for me to stroll through a pristine natural setting as it is to make my way through a crowded city.
What's that? You're the same way? Well then, check it out: now there's a society for folks like us: The Center for the Study of Pedestrian Culture.