What is the difference between 小路，小道？I normally use 小路, as in 从小路走。
小路 is a narrow alley or footpath off the main streets. It is usually located in a congested urban area. (崎嶇小路)
小道 and 小径 both are narrow pathways in the wild. 小径 was the product of people's foot traffics in an undeveloped area. At the ancient time in the grassy wild, people had to follow and walk over the footprints left by the people before him to maintain direction to the destination. Or, in a remote rural area, a 小径 was formed by farmers walking through it daily from home to the farmland, and to the adjacent neighbors, stores, etc. 小径 is usually not wide enough for mobile traffic. (羊腸小径)
小道 can be a widened 小径 between villages in the rural areas, or a pathway constructed purposely for the commercial and military uses. For the latter, it was usually located in the wooded mountain terrain, and/or along the edge of rough/rugged maintains adjacent to the cliff. In general, 小道 is wider and longer than 小径 and is characterized with difficulty and danger in both construction and use. (截道)
Finally, I shall address that, modern speaking usually does not distinguish the difference between 小路 and 小道, they are interchangeable. However, 小径 shall be reserved for the rural or urban narrow pathways that allow for foot traffic only.