I seriously doubt that was on a highway. Having grown up in NJ, I can tell you highways don't have sidewalks. You might have been on a state road, but besides the Garden State Parkway and the NJ Turpike and a few others, they are all considered side roads.
Now, what's the issue with left turns? I was just in NJ in July, and I made all the lefts I wanted. What town are you in?
For a bit of fun you could go to Atlantic City, May's Landing, Long Beach Island, and Seaside Heights (mid Jersey). Don't forget the Thomas Edison Museum.