Everywhere I've ridden a bike, which includes Chicago, the suburbs, and the Seattle area.
Like anything, riding in traffic involves learning and practice. Read "Effective Cycling" to learn the rules and techniques, then try it out. 10,000 hours later (according to Gladwell), you'll be a pro. (I'm don't have this much practice, but I still feel safe. I can only think of two dumb mistakes I've made, and I recovered from them without disrupting traffic flow or being injured.)
A few techniques that I learned experimentally:
1) Don't filter forward unless there is a lane that you can use. Cyclists seem to want to get to that line when the light is red, but they never think about where they're going to go when the light changes. I wait behind the cars in the middle of the lane and never have trouble merging into the flow of traffic. (The cyclists that filter forward are faced with two possibilities. Stand around like an idiot while all the waiting traffic passes you and you can safely merge back into traffic, or run the light when the other direction gets their yellow, cutting in front of the waiting cars. Both confuse and annoy other users of the road, and the second one is illegal and dangerous. Drive your bike like a car.)
2) Most rightmost straight-through lanes are, in practice, right turn lanes, so stay out of them. If you don't, you just annoy people that want the opportunity to turn right on red. After the light changes, nobody will pass you on the right because the lane is blocked with right-turning cars waiting for pedestrians, and so you have a clear lane as soon as you get into the intersection. Failing that, nobody will pass you on the right because vehicles simply do not overtake slow-moving vehicles on the right. Verify this with a look backwards and a polite wave.
3) Cyclists never obey stop signs, so drivers are very confused when you are stopped at one. A hand signal to the person with the right-of-way is appropriate to restore the correct flow at the intersection.