My preference is always roads. In Philadelphia that is what is legal. Sidewalks are illegal to ride on. However in our new neighborhood it is incredibly common for people to ride on sidewalks. They are very wide here and not filled with people unlike center city and south Philadelphia sidewalks.
Today I road north west to our local library for toddler story time. I took my road bike since it is all up hill, it was under a four mile ride round trip & my saddle is still affixed on it. My road bike is meant for the road. It's skinny tires aren't great on sidewalk. However the further NW I ride the more cars on main streets seem to exist. Parked on Ridge Ave on both sides and using the lanes of course. Also this is a truck/bus route so the berth between such is often impassable. Basically you cannot share the road but take the lane fully on a bike to be safe.
On the uphill ride there I only hopped into the street when the shoulder gave me a wide enough berth, that cars could safely pass us. I can't bike us at a fast enough speed up the hill to safely take the lane. For us it was just easier to hop on the empty sidewalk.
Story time went well and of course walking in with helmets is a great conversation starter about biking with kids! I'm often asked my opinion on front seat/back seat/trailers and of course helmets.
The ride home was all down hill so the reverse of the commute there I had way more speed and road mostly in the road. With the exception of a couple blocks where the two lanes and parked cars gave me a two foot area that I deemed unsafe.
All in all we had a great neighborhood ride today!