Yeh, it might be worth looking at your shoe. You sound like you want a stiffer sole to me. The shoe spreads the weight across the stiff section of sole and really takes the place of the pedal cage.
Flats are really useful for all those long travel riders out there as they spend most of their lives walking their bikes around. If you actually want to ride, SPDs are the way to go for sure.
Yesterday at Nant-yr-Arian: