I find I'm out in the road much more in the winter. Case in point, it's been snowing here for a couple of days now and the roads are in rough shape. Riding off to the side is not possible as all the snow from the driving lanes has been pushed aside into piles of un-rideable "car slop". My solution, take the lane. I find it easier to do in these conditions as my speed is not much slower than in good conditions (thank you Nokian Extremes!) whereas the car drivers are going much slower than normal, say 40kph rather than their usual 60kph. When I am slowing someone up I just pull off into the snowbanks, let them pass, then get back in the lane.
Sidewalks pose many dangers, personally I'll never ride on them. You do what YOU think maximizes your saftey.
PS - have fun in the snow, it's a BLAST to ride in! I had a huge pie eating grin on my face the whole way to work this morning in the fresh and falling snow. In fact I decided to do some bonus miles I was having such a good time!