I think we need to have multiple options for road building. If this game is gonna be replayable: add infintum, then we should have a checkbox or multi choice at start of a game. It should help modders as well.
a) Organic roads-roads built by units that don't need to be controlled. they have trading caravan's, guards, inns along way, meet fellow travels or pilgrims on road, occassional bandits, borderland keep, towers
Roads that require players to manage their own road building(I think this is important to keep in for those who go for complete control of how and where roads are built as well as when) I like the suggestion of an engineer unit being used for this purpose. Engineering units should be able to build roads, buildings, fenced off areas for farming or defense, bridges, mines, castles, etc.
c) Build roads by waypoints as suggested above by mrakomo.
d) Roads are "pre-existing" and not part of map control by players. Each map generates a different road network upon start. Have a history or lore attached.
e) Roads that are not meant for humans. "Dwarves, dark elves, goblins " might have tunnel networks. Intelligent spider civilization might have cobwebbed "tunnels roads" in trees or rocks. Leprauchans using the "Rainbow road". etc.
I like the suggestions that roads have multiple tiers or levels of building with attendant bonuses. Game trail, dirt trail, compacted dirt gravel early road, cobblestone road, flagstone road, bricked and mortared road. These all get you "there" faster than NO road. It would also be nice to enchant or cast spells onto our roads like MoM's Enchant Road spell or cast a protection spell so that golems appear to dispatch bandits or other invaders into my realm. Generally, just want to have options on casting spells on road systems.
One last thing about roads. They are used for transport and trade. Rivers are also. I would like to see barges, rafts, docks, etc along "some" river routes. Rivers should be large commerce hubs or at least have a presence in some territories and/or geographic features.