Some intersections I've seen actually encourage the right turn + U-turn manoeuver.
http://en.wikipedia.org/wiki/Michigan_left and also look up Median U-Turn Intersection.
Anyway, you're not avoiding a traffic control device by doing the right turn + U-turn method. You do the right turn, you ride up the road a little ways, you do the U-turn ... and now you're facing the intersection and the traffic control device. If you've timed it right, the light will turn green as you get there, and you'll sail across. But if you have had ride up the road a ways, or wait for some traffic to get out of the way, you may be stopped at the red light.