Like others, I compromised the folded size for SPD pedals. You can get removable SPD pedals (I think MKS make them), but on balance, I decided that I would be seriously pissed off with myself if I left a pedal on a train or something, so went for the compromised folded size.
I don't carry my bike that much, as I prefer to ride, but I don't find the pedal gets in the way that much when carrying, and actually, for me, when going up stairs, it kind of lets me lift more easily with pedal on thigh.
I went for the Shimano Deore XT T8000 Trekking Pedals, as you can use with or without cleats, they have reflectors (which is actually a legal requirement in the UK after sunset), and they're pretty light. Easy on the thigh when ascending stairs!