In most states these days, I think riding on the sidewalk is illegal, although enforcement varies widely.
The only place I ever rode on the sidewalk was when I live in Everett, WA. I had a route home that was 90% on a MUP, but the last 100 yards was uphill on a steep 4 lane road with NO shoulder, 45 mph speed limit, and really bad/angry/impatient commuters. I had several police pass me and never say a word, because they probably realize how dangerous that short stretch would be if I were in the road. I always gave right of way to pedestrians, though, and just slogged slowly up the hill without ever considering it a 'climb'.
Otherwise, I'll ride on the rode and stay in the bike lane/shoulder and take the lane as I see fit. I take left turns with traffic, stop (and make a point of putting my foot down so cars can see me stop) at stop signs, and otherwise ride as if I'm in a vehicle (I also ride motorcycles).