I do the same exact thing as chicagogal except I'm in NYC. I do the 8 "junk miles" to get outta town, but it's worth it. Now I just ride over the George Washington Bridge into NJ and NY or take the subway to the top of the Bronx and ride into wonderful, hilly, Westchester County, NY.

Join a local bike club. Before I did I spent many, many weekends going around in circles in Central Park, NYC. I did a couple of rides with a bike club to show me the way to the less trafficked roads.

When I had a car I used to drive over the GWB, to avoid the junk miles, and start my ride in NJ.