In New York City, it's against the law for cyclists over 10 years of age to ride on sidewalks, or ride against traffic (though all the delivery guys seem to do so, one even got into an argument with me claiming it was much safer to see the car that was about to hit you versus having it take you from behind).
However, where I'm moving in Long Island, the major roads like Jericho Turnpike don't have much extra space, and drivers don't expect to see a cyclist... and would likely mow him down before they realize what that funny thing with the reflective jacket and the bright reflectors & lights actually was. I wouldn't dream of going on anything BUT the sidewalk for most of my route there.
Furthermore, the sidewalk on the north side of Jericho Turnpike (at least around me) is WAY nicer than on the other side, so I'll likely go on the same sidewalk both ways...