I've never had a driver's license, although I have a pretty good idea why not. As you say, it's possible to live in a large city without one - but don't kid yourself that it's convenient.

Try practicing in the dead of night. I know the roads are never completely empty in a large city, but I'm scared of traffic too - so I try at times when there's no traffic. Rural areas at night would be even better, but maybe that's too far away for you. Just a thought.