I did walk down to the local mall a few times whilst staying there and got stopped twice by the police to ask what I was doing.
It's interesting how US history - short as it is - shapes things like walking. Manhattan is an emphatically pedestrian city with something approaching adequate mass transit. As a student, I had no trouble walking around the core of Atlanta, getting from campus to interesting malls or DragonCon on foot.
On the other hand, cities that grew up after the arrival of the car are car-obsessed, like the suburbs of Californian metropolises. Orlando is particularly nasty because it set a lot of its core roads in the 1950s-1960s when air conditioning made Florida real estate attractive and Detroit told the US no one would walk anymore. But then its population exploded from about 100,000 to 2.3 million in 50 years thanks to the Mouse's arrival. The car-oriented road system is unfriendly to pedestrians to begin with but has had trouble growing to accommodate the population. Orlando has something like twice the national average rate of turning pedestrians and bicyclists into road pizza.