Stationary vs. Outside riding

I'd suggest you start by getting an inexpensive heart rate monitor and doing a bit of testing for yourself to establish appropriate training zones.  Check out this thread for a LONG discussion on HR training (head directly to the last page for my summary of the testing protocol and training zones).  Once you have that taken care of you won't need to know what level to but the stationary bike on since you'll be looking to ride within a specific HR zone.  Brick rides are generally done anywhere between Z1 and Z3 but I really can't give you a good answer without knowing the distance you are training for and how far along you are in the training plan.  As for not changing shoes...keep in mind that bricks serve as a good opportunity to practice your transition techniques.  Try to make it a ssimilar to what you'll do in a tri as possible.  Transition prcatice should be part of your overall training...transition is free time if you can get through it quickly.