Generally I pick the smaller, lesser-known roads because they're often more scenic. As to whether they're any safer, much depends on local conditions. Most major highways have nice wide shoulders which provide more than ample space for cycling. Some don't of course, but you really need local information to be 100% sure. Conversely, while the back roads are usually less travelled, this is not certain. I remember when I was riding into Glasgow in July, and experimenting with some of the unclassified farm roads before giving up and getting on the A-road (same road classifications as Rowan mentioned above) and riding that all the way into the city simply because it allowed more space to cope with the traffic. This is more likely to be an issue as you get closer to the cities. You should also be aware of potential traffic fluctiations on "remote" roads that lead to tourist attractions.
However, as I related in another thread on this topic, I'm confident in my ability to deal with virtually any traffic situation that comes my way. I recommend doing some reasearch on the topic of riding in traffic regardless, just in case you end up in a situation that requires you to take a busier road than you'd ideally want to -- even if only for a few miles.
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I am clinically insane. I am proud of it.
That is all.