They enforce it here and when people complain it makes the news and then they stand up for the process... and the tickets at some locations actually mean cars MUST stop if there is a person waiting to let them go even without signals.

It's really amazing/fascinating. There is no obvious logic behind it, since it is geographically attached to NY, PA and close to CT, yet there is a noticeable difference. You get onto the Jersey Turnpike, and it's like, 'what the heck are these people doing?' When my GF and I used to take ski-trips to upstate NY, as soon as the Jersey traffic merged onto the NYS Thruway, it was suddenly the wild west.

And, all of that said, as Jim pointed out drivers in Mass aren't much better. From my experience, they just do wacky stuff.

Definitely a good idea, and a habit I carried over from riding motorcycles. The front wheel should give you the earliest indication of movement, unless you want to get into "prediction" based on observing the actual driver (ie. checking mirrors as a sight they want to change lanes)

I'd rather ride my bike than walk

With good reason. To walk when you have a perfectly good bike is just ludicrous. Probably indicative of a psychological disorder of some sort.

The real question, IMO, is whether when forced to walk for whatever reason, you prefer to do it alone, or walk your bike next to you.

My preference is running, cycling, and then walking. In that order. I go on hikes with friends, and I enjoy it when I do, but I would rather run or cycle.