Walking during labour is wonderful for getting things moving along. If it worked well for you it could mean that your labour is quicker.

The thing that I would be concerned about is if you leave too early and you're there before labour is established then you might find yourself being pressured to speed things along if they admit you ie put on the drip etc...
If you leave it too late then you might risk giving birth on the footpath

If you feel that you'd like to walk then perhaps have someone available on standby to be able to pick you up if you find it is too hard to keep going. I found that walking from the carpark was very hard and I had to stop to breathe through several contractions before we got to the door!