Ill take bridges in the situation you're talking about. For pedestrians hover I prefer tunnels. Here in Phoenix we have this small tunnel:
for pedestrians thats at a midblock point connecting to shopping areas on either side of a busy street that pedestrians used to try to cross w/ out a crosswalk, which was dangerous. Ped bridges often have to have huge ramps, really high stair cases to clear the height of traffic and because of that don't get used that much.
So long post short: For pedestrians, in small spaces: tunnels. To cross rivers or harbors: bridges.