You can bring your tent and sleeping bag and you'll basically be free to sleep anywhere. Beware that in most countries it's not legal to put up your tent anywhere. It is generally legal in [[Scandinavia]], [[Finland]], [[Scotland]] and [[Ireland]], though.
Alternatively, go to a house with a garden and ask if you can camp there.
DigiHitch has an [http://www.digihitch.com/article42.html article] on sleeping near the highway (not necessarily with a tent).