I tried writing out a reply to this a few times, but in the end I think I'll just write what goes through my mind when I start to build a map.

Roads are going to be one of the last things I do when making a map. My first concern is the geography, because as it was said earlier, animals want to get from point A to point B as quickly as possible. I start by pinpointing the locations where I know I want cities to go for sure. I always plot the ones near obvious water sources first, like near the mouth of a river or on a lake. Rivers are a traditional mode of transportation, so there will often be a lot of cities/towns/villages on rivers, as it makes trade easier.

I then create a new layer for a rough sketch of the roads. No frills here, but I simply connect the cities where waterways cannot reach and it would make sense for there to be roads. If you know some of the history and economics of the world you're creating or at least have an idea, this is where it starts to affect road planning as well as the geography. There are some cities that will become hubs of trade and/or travel, and others will not. Anywhere where trade is a big factor to a city, it will be politically important to the region. There are countless stories in history of battles fought to control these sorts of cities, as they can control how to tax people coming in and out of the city, and therefore receive a cut of the money being earned. (If you want a classic example of a strategically important city, look at Constantinople, nowadays known as Istanbul.)

Also consider religion in the region, and if there are certain sites/cities that are important. Do the people take pilgrimages? Is it something only the extremely devout do or does everyone do it? Is it something only available to the rich or the poor? Look to existing religions for hints on where to go from here. I can't speak for all, but I do know that most of the Christian denominations I've heard of don't say that their believers should take a pilgrimage to Jerusalem in their life, despite the city being extremely important in the history of the religion. In Islam, the Hajj (the pilgrimage to Mecca during a specific time of the year) is one of the five pillars and an important part of showing devotion.

Lastly, as roads are expensive, you might not have all roads, but you might have some trails. These are worn over the passage of time, and make me think of the picture posted earlier in this thread. So, maybe you will have both, depending on your map?