We use cosmological simulations to study the effects of self-interacting dark matter (SIDM) on the density profiles and substructure counts of dark matter halos from the scales of spiral galaxies to galaxy clusters, focusing explicitly on models with cross sections over dark matter particle mass sigma/m = 1 and 0.1 cm^2/g. Our simulations rely on a new SIDM N-body algorithm that is derived self-consistently from the Boltzmann equation and that reproduces analytic expectations in controlled numerical experiments. We find that well-resolved SIDM halos have constant-density cores, with significantly lower central densities than their CDM counterparts. In contrast, the subhalo content of SIDM halos is only modestly reduced compared to CDM, with the suppression greatest for large hosts and small halo-centric distances. Moreover, the large-scale clustering and halo circular velocity functions in SIDM are effectively identical to CDM, meaning that all of the large-scale successes of CDM are equally well matched by SIDM. From our largest cross section runs we are able to extract scaling relations for core sizes and central densities over a range of halo sizes and find a strong correlation between the core radius of an SIDM halo and the NFW scale radius of its CDM counterpart. We construct a simple analytic model, based on CDM scaling relations, that captures all aspects of the scaling relations for SIDM halos. Our results show that halo core densities in sigma/m = 1 cm^2/g models are too low to match observations of galaxy clusters, low surface brightness spirals (LSBs), and dwarf spheroidal galaxies. However, SIDM with sigma/m ~ 0.1 cm^2/g appears capable of reproducing reported core sizes and central densities of dwarfs, LSBs, and galaxy clusters without the need for velocity dependence. (abridged)
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