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asymptonic said:4 wide gravel with a local environment border then fence. Gravel could be whatever material, and I feel that nearby towns should be able to choose material that matches the town as the road gets close. Gravel and or cobble would be cheap initial materials for the wilderness.
Every so often (50-100 blocks?) there is an entrance point which is smooth from inside the road and protrudes out. Fence gate with pressure plate inside the road so the door remains shut after someone enters.
I also like the idea that in a 4 wide road you could stick a nice 2 wide tunnel underneath the road surface for shelters, small farms, etc. They could be accessible via stairwells in the border, like so:
Part of the appeal of the road system is that it forces people to occasionally run into each other and kindle interesting encounters.