The problem with space walks is you can't actually walk, you have to carefully pull yourself around from one handhold to the next and remain tethered to your spaceship. However, when NASA was experimenting and learning how astronauts could operate in space it had many more ideas, not all of which were practical.
There have been several personal rocket propulsion systems developed for spaceflight, and a handful of astronauts have been able to float in space without a safety tether, the ultimate one person spacecraft.