Pedestrians never have the right of way. Even when you have a white "walk" pedestrian light, if they're trying to turn right on red, you're in their way and they're going to get mad.
If an intersection doesn't have traffic lights, it doesn't have a stop sign either. Cars slow down slightly as they approach intersections, and figure it out when they get there. Kind of like a four-way stop without stopping.
There are sooo many buses. 750 lines, to be exact. Which is great, all that public transit and all, but it makes the streets super crowded, so they're all super slow. But they're also super cheap, and I like the chance to watch the streets through the window, so I like the buses.
Like grocery shopping, taking a bus is harder here. There are different fares depending on the distance you want to travel. You have to tell the driver your destination when you get on so that he knows how much to charge you. He presses a button and then you scan your card, which is charged the appropriate amount (about USD$0.20). This is a stressful set-up if you don't know what's going on, what people are saying to you, or even where you're going in the first place.
With all the road rage, I'm surprised by how many stray dogs I've seen around. I hate to be morbid, but I truly am surprised they survive. I've also been surprised by the number of dogs in general, for such a big city. Maybe they just stand out to me because I see them in groups: dog-walking appears to be a common occupation here. It still strikes me as funny to see one man dragging 8 or 10 leashed dogs along the sidewalk.