In reply to Birks:
I have a similar issue and had many years of repeatedly suffering very bad ankle sprains (almost always done while carrying a heavy climbing sac and while wearing shoes light enough to hang off my harness). Eventually, after a very stern word from a podiatrist, I gave in and started wearing walking boots for most crag approaches. I carry a pair of very light approach/running shoes in my sac and just clip those to my harness while climbing. It has it's downsides obviously, but in the end I gave up the idea that footwear existed which would suit me for walking with a heavy rucsac on rough ground yet also be OK for hanging off my harness. My climbing sac is a bit heavier now, but let's face it it's already pretty heavy so not much of a percentage difference. And the benefit of climbing with a very light pair of shoes on my harness, and not spraining my ankle badly for years, is well worth it. I actually also use a very light and foldable stick, which I can even fit into a very small daysac if needed (e.g., on a big route with a long walking descent).
I resisted both of these things for years, mainly due to pride I think. But things are better having changed footwear and started using a stick. I did do all the usual wobble board business but I have got quite bad proprioception in my lower legs and my balance is not the best esp. when carrying a heavy load. There was only so much I could do with exercises and balance training and, for me, it wasn't enough (which will not necessarily be the case for other people of course).