Cycling in high traffic roads
I live in Brazil too (Porto Alegre), and I would adivise you to use only roads with wide shoulders ("acostamento") or avenues. Unfortunately, as the vehicles' size (trucks, buses) get bigger than the lanes, biker safety tends to zero.

The most important device I installed in my life is a big helmet-mounted rear-mirror. It took me two weeks to automate it's use, and another six months to cope with the anxiety of looking all those vehicles coming "straight" after me, something I didn't care so much while I was not able to actually see it. Now I've "mastered" its use, I almost nothing look behind turning the head. But sometimes I look more to the mirror than to the way ahead... VERY useful and HIGHLY recommended.

Also, the faster you ride, the safer you are, specially on saturated/near-congested traffic, because you can choose your lane positioning without tempting the rear drivers to overtake you. So, it's worth to invest on a relatively light bike, with relatively narrow/hi-pressure/slick tires, and a pair of strong legs :o)

But, like Guilherme Santos said, things are getting better, slowly. At the same time, unfortunately, dead cyclist news are not uncommon. But, what choice one has but to ride?