During my first few weeks in Dhaka, I was constantly stressed by the driving. I mostly relied on a driver, but was worried he was going to hit someone or something. Amazingly, nowadays I am relaxed in the car.
Some unwritten rules I have gathered (remember, you drive on the left here):
If you are at an intersection and want to turn right, it is best to be on the leftmost lane and swerve all the way to the right at the last possible moment. This helps keep everyone awake and provides free brake-check for parties on the right.
Rickshawallahs will not brake unless faced with a situation where the cost of not braking is significantly higher than the cost of braking. One such situation is a policeman with a big stick. Impending collision with a speeding car does not constitute a reason for a rickshawallah to brake. After all, it is easy for the car driver to brake and resume, but it is much harder for the rickshawallah to do that.
If you are a CNG driver, then the amount of arrogance you show while saying "No" to a prospective passenger's trip request should be directly proportional to how exhausted/sweaty/pitiful the passenger looks.
If you are a bus driver, nothing will dare get in your way. Do as you please.
Honking is an act of courtesy. You should honk whenever there is the remotest chance that the person (or vehicle) in front of you is unaware of you. Sometimes you should honk to make sure your horn is working. You should do this preferably between 2am and 4am.
If you are near a pedestrian overpass, you should be really watchful for pedestrians. Whenever they see an overpass, Bangladeshis have the curious need to cross the road. Since it is easier to dash in front of speeding cars and jump over traffic islands than it is to climb the overpass, most people will opt to get in the way of your car. The govt should have built overpasses for the cars at major pedestrian intersections in order to save the pedestrians so much inconvenience.