...I'd like to wear high heeled shoes on my bike, but find it's hard to get the saddle height right. If I adjust the saddle for my heels it is too high when I wear flats, and vice versa. What do you recommend?The problem here is not so much with the high heels themselves as it is with platform soles. Over the past year platform and wedge style shoes with substantial stack heights have become popular again. And alternating between shoes that are flat, and shoes with a 3cm rise in the sole will make a noticeable difference in leg extension on the bike.
For short distances, this might not matter so much. Some women will adjust their saddle height for flats and then simply ride with it too low when wearing heels and platforms. Others (myself included) find this uncomfortable even for short stretches. And of course for longer distances riding with your saddle too low is simply a bad idea - not only uncomfortable, but bad for the knees.
Granted, the downside to quick release seatposts is the increased possibility of saddle theft - which means either sticking with an inexpensive saddle on your QR bike, taking the seatpost and saddle with you every time you leave the bike locked up, or using an extra lock to secure the saddle to the bike. The last two are a bother, but still could be worth it for the versatility of footwear the setup affords.
Another possibility is adjusting your saddle height on the go without a QR seatpost. Just carry the appropriate tool with you. Of course this assumes the ability to do it on your own, and a willingness to constantly mess with your saddle height "the hard way." Personally, I kind of enjoy this. But still the quick release is an easier and more reasonable solution.
After several years of wearing mostly flat shoes, I've been getting back to heels and platforms lately and it's been great fun. And being able to adjust my saddle height on the go means my leg extension is always just the way I like it.