I build roads out from my base/settlement to a degree, but rarely to connect to anything unless something of significance is nearby. I will build a road down to the beach or for a stretch through the desert, as it gives me the excuse to mine a lot of sand. I will mine out the sand on the route I wish to build on down to stone, fill it with cobblestone, and then pave the road with sandstone. Gets rid of a lot of cobble, gets me a ton of sand, and looks good. I just have to make sure I watch the sky as I don't need to be working into the night and have a creeper plop down on my head.
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In the real world, you stick your head in the dirt to hide from problems.
In Minecraft, you stick your head in the dirt to find problems.