It has to be the road everytime, I don't give a toss how much traffic there is.
The only time I skate on the pavement is when I'm having a munch or something like that. I really don`t think it is fair on the peds to skate fast on the pavement, and as you all know, I like to skate fast.
For travelling from A to B then roads are often best but for having a bit of fun and playing pedestrian slalom then pavements are great fun. My favourite street skate is still Oxford Street pavements between 8-10pm (but only the section west of Oxfrord Circus).