UK only, just wanted to check if it's actually legal. The area I'm living on is deadly on the roads, so want to know about riding on pavements (sidewalk/pedestrian walkways) instead where there is no bike lane (half of the roads have bike lanes around here and suddenly they disappear...).
According to the Highway Code:
You MUST NOT cycle on a pavement.
So the short answer is a definite no, although discretion is given for young children riding on the pavement.
This article has details the rules for cycling on things like footways, footpaths and bridlepaths. (In short: no, no and yes - but the article is probably worth a read.)
More information about rules in other countries can be found in this question.