Most employees won't go to their managers with problems - they just go to other employees. This is in no way a productive, motivating way of business. In MBWA the supervisor is "around" so employees don't have to go out of their way to find them. Talk to employees and find out their feelings and ideas. Let them know that their input is encouraged and appreciated. This is not a spying mission.
A lot of supervisors just don't like to get out among the troops, but the benefits of just walking around strongly outweigh the "inconvenience" of it. The thing that you, as the supervisor, must expect is - da-da-da - honest feedback. But if you make MBWA a routine part of your day - every day - you'll find that suspicions will go away and productive honesty will increase.
Check out Tom Peters. He's been around awhile but his ideas are still highly relevant http://www.tompeters.com/. Mr. Peters' books In Search of Excellence and The Pursuit of WOW! are still on my best-read list.