I've attempted a winding road on top of a ground plane and am failing miserably. :-) The road has a lot of t-intersections and twists and turns. I've tried making CV curves and extruding along a shaped cube but the roads are separate pieces and look a bit sloppy because of the various pieces moved into place. Is there a simpler way I'm missing where I could have the road be one piece of geometry in the shape I need?
NURBS aren't really very good at branching structures, so if you need the roads to be all one surface, you might want to explore polys.
I would draw the various segments of road out as NURBS curves, then path extrude a short segment (the road profile) along them. Once you've got them all, you can just Combine them and then join them together, deleting and adding faces as necessary.
Of course, you run the risk of ending up with a jagged road unless you use a lot of polys. Are you sure you can't use NURBS? What do you mean when you say it 'looks sloppy'? Maybe you just need to increase your render tesselation.