Assuming you have a map, I would first plot out all the different settlements. Towns, cities, villages, hamlets, outhouses - everything. Now connect them in straight lines. Completely straight. It doesn't matter if the lines go over an ocean or through a volcano; we'll modify them later. The point of the straight lines is that, whenever possible, roads will follow the shortest route from point $A$ to point $B$.
Sometimes the shortest route isn't a line. You probably have a few obstacles for each path. Here's what you do for some of the more common ones:
Water - If it's a ocean, either go all the way around via land or put a port on either side of it and connect the two sides with boats. I can assure you, bridges are not going to work for hundred-mile-long spans. Well, there are exceptions, but they're few and far between. And they're costly. So if you have to cross an ocean where the two landmasses aren't connected, just use a boat.
For lakes smaller than 10 miles in length across, hug the lakeshore. Sure, you could build a bridge, but you'd destroy a pristine environment. You can afford to go the long(er) way in order to save a habitat. For lakes larger than 10 miles in length. . . Well, the ocean rule applies. Either use ports or go the long way.
Rivers and streams are easy to cross. Just build a bridge. They're generally not too wide, so this shouldn't be hard. If the road follows a river (as many do), just have it run parallel. If it's at an angle such that a straight line would cross the river diagonally over the span of a dozen miles (or even just a mile), just have it run parallel for a while and then cross. Do what a runner would do: spend the shortest amount of time crossing as possible.
Another approach that I completely forgot is to use tunnels. These are perfect for going under moderately-sized bodies of water. The Channel Tunnel is one example. If you don't want to spoil the landscape or potentially block trade routes on rivers, simply build a tunnel. Now, there are other problems with building a tunnel - specifically, getting the machinery down there - but it might pay off.
Land - Mountains are tricky. Going over them is impractical; going under or through them is equally impractical. Go around them or, better yet, take a mountain pass (but exclude large trucks and other vehicles). A mountain pass means you can reduce how steep the road will be while still keeping it reasonably straight (i.e. not straying too far from its original route) and giving those in the vehicle a nice view. The same rules for tunnels apply here as they did for obstacles of water. The same goes for chasms and canyons with no water: Go the shortest way possible. Bridges are always handy.
One other thing to consider about routes with elevation changes is that going uphill or downhill creates a longer path than going on a flat surface. You have to travel vertically as well as horizontally, and thus you have more ground to cover. Therefore, even if you can go from $A$ to $B$ in a straight line as viewed from above, it may not be the shortest path if there are drastic elevation changes.
Obviously, not all your roads are going to be the same size. That's fine. Here's a trick I would use to figure out their size: treat them like field lines. The more people in a location, the more (or bigger) roads that come out of it. All field lines must start and end, and all roads must start and end. You just have to figure out where they go.
How your world will evolve
Your world will certainly change once roads spring up. Settlements will appear at crossroads, as well as at the intersection of roads and bodies of water, forming port cities. As roads grow, the settlements will grow, and as the settlements grow, the roads will, too. The two have a tight relationship. You need roads for settlements because you need to get from one to the other. People will venture out and explore the land, and start new settlements, and so there will be roads that lead there. Towns will spring up and die down, and so roads will be built and torn down.
The evolution of roads
The first roads will be trails, fit only for a few people to traverse at a time. They will be used just once: to get to a colony. Eventually, though, more people will come to the colony, and the trails will become paths, big enough for wagons to go on. What happens next depends on how the colony does. If it fails, the road will fall into disuse. But if it succeeds, the road will expand. If this colony eventually becomes fully part of a nation (I'm envisioning something like the American West here, except, for some strange reason, with forests), then the road will have an official designation - maybe an official name, instead of a casual nickname. It may become paved, or at least covered with gravel. Eventually, assuming that paving has developed, it will certainly be paved. From here on, the road will evolve based on the traffic that uses it. It could become a noisy highway or a winding back road. It all depends on where it goes to.