Many times I like to just head in a general direction. That's exceptionally easy here in Michigans lower peninsula. Too far west and there's Lake Michigan, going east it's I-75 or lake Huron, north Mackinac Bridge. It can be very interesting just winging it enroute.
For long trips out of state, get an idea of your route by using maps or Google Earth beforehand. A few years ago I was in Oklahoma City and my gps hadn't been updated for a bit. I was traveling on an expressway that the gps didn't know and it kept telling me I was offroad, but I had acquainted my self with the area I was going. When I got to me destination I asked and that highway was less than a year old