I used to be a "cross on my own terms" type. Then I moved to Seattle.
On my first day exploring downtown, I crossed when no cars were coming (or even approaching from far away) and got dirty looks from the gaggle of Seattlites in front of me waiting for the signal to change. (It did finally change as I stepped onto the opposite sidewalk.) After a few weeks, I just stopped putting myself in the spotlight like that.
Now, when I go back to NYC, people seem irritated when I forget where I am and stand there waiting.