This may be a stupid question but its something I've been wondering about after having done a fair bit of hiking this summer. Were the roads an efficient manner of traveling? If not, did a traveler just set off knowing that their destination was in a generally northward direction? If that was the case, how did they avoid simply missing it wide and continuing north?
The roads back then had sign posts, or "milestones". Now you know where the word comes from.
(Note: that "milestone" Wiki link is not a source in itself, but if you go to that page, you'll see a number of different photos of ancient milestones, to illustrate what we're talking about here.)
Milestones were literally the precursor to our modern street signs that would tell you the distance to the next town or towns.
Most towns would have just a few main roads running through them--"highways" or "post roads" as they were often called. So if you were heading to some town a hundred miles north, you'd probably get some general directions before leaving, and set off on the highway going north. There wasn't much chance of "missing it wide" because the towns were set up along the main roads. You'd stop at inns along the way (typically taverns), keep an eye out for any milestones, and if you ever got lost, you'd just ask directions in the next town you came to or to any fellow traveler you might come across.
EDIT: Here are some sources on ancient roads, milestones, and roads/milestones in England:
The Dover Road Sketch Book; Or, Traveller's Pocket Guide, Between London and Dover
Old and New London: The city ancient and modern
England's Topographer: Or A New and Complete History of the County of Kent Volume 2
And here's a 1790 map of part of the United States, showing the "post roads" of Pennsylvania, Delaware, New Jersey, and New York: