I would stick to the lane/bike lane just to be predicable . Also as many light and shiny/blinking things as you feel are needed to make you seen .

The two biggest problems i find with sidewalk riding are people backing out of their drive way , they tend to back out to the end of the driveway at breakneck speed them stop to look for cars and bikes , which is unfortunately about 2 meters over your body .

The second is people , people are unpredictable to the extreme you never know if they will step in front so you have to ride slower and with greater care.

I would try both and see what you like and what feels safe, as you get faster the sidewalk will feel like it is slowing you down.