Belgrade (Beograd in Serbian) is the capital of Serbia, home to around 2 million people. The main motorway (Autoput in Serbian) runs pretty much close to the centre of the city from the North West to the South East. Most cars also use this as a normal road so hitching out of Belgrade is quite difficult.
There are several possibilities.
Alternative (worked very well, a number of times, requires very little walking/riding on busses): If you are in the downtown area, past Slavia, near the big market and Mackenzia (sp?) street, you can take bus 29 out until it comes to a long bridge with blue railings. This bridge crosses the highway (among many other things). If you get out before the bridge and cross to the side where traffic is coming in the opposite direction (don't go all the way across the length of the bridge), there are stairs going down that lead to the highway, from which, you can walk just a few meters and find a shoulder with enough space for cars to pull over, perfect for hitchhiking!
First, from Trg Studentski (Students Square) or Trg Slavia (Slavia Square) get bus number 31 all the way eastbound (ie, not to Trg Studentski) to the end of the route (you should see a lot of market people selling fruit on the right side of the bus). The bus closely follows the route of the motorway. From here, you leave the bus and it's a 10 minute walk straight down hill to the actual motorway.
From here you have 2 choices, you can either go west along the motorway to try to find an entrance ramp, or alternately 2km east is a petrol station, however, you have to either walk along the motorway, or through the grass on the verge, however, this gets very thick at times - it's pretty easy though, just hard work :) And take care, on the way to the petrol station is a police station at the motorway. 500m before the petrol station you also find a ramp, but with extremely low traffic. The petrol station is build on a hillside, so don't expect trucks to stop there, Serbian trucks seem to have problems enough to go uphill.
This option involves less walking amongst the motorway. From the city centre, take tram 7 in the direction south-east until the last stop (takes about 15 minutes, depending on the traffic). From there take bus 308, direction Veliki Mokri Lug (sometimes written as V.M.L.). After about ten minutes you will cross a bridge going over the motorway; get out at the next stop 100 meters later. From the bridge you will already see the petrol station where you want to go, which is about 200 meters walking. This petrol station is also located uphill.
A sign saying "10 K.M." might be helpful in catching a local car which can take you to the first toll stop (a hitchhiking stop regularly used by locals) and out of the intense exhaust fumes.
If you're heading for Nis (or beyond) try using a sign (saying Nis). If going beyond Nis remember to leave the car *on the motorway* - not in Nis, unless you're a big fan of walking. About two hundred meters before the motorway split Nis and Sofia (Bulgaria) is an abandoned toll area where traffic is going slow and there's place for the cars to stop.
Heading South West towards Sarajevo
There are 2 ways to Sarajevo, one through Čačak, a bit south, the other one more direct but not written on online maps... The one through Čačak worked well for us. Take bus 53 from south of the train station, to the end station. Then just follow the street for one minute, turn right, here is the motorway, there s a good spot just after the bridge. It seems that buses 531, 532, 533 go further, but it's not really needed, and they might be regional buses.
Heading North towards Budapest
Take the bus number 15, or 78 from the central station until the last stop, in direction of Zemun (part of the town located on the other side of the river, if you have problems finding direction, just ask about Zemun, everybody knows that place). As soon as you get off, you'll notice a huge 2 lines street going down there behind houses, get on this one. Walk for 15 minutes more and make sure you follow right direction - Novi Sad. After 15 minutes walking, and passing a small shop, you'll notice a 90 degrees turn left, and at that spot, there's an emergency line, which is a perfect spot for hitchhiking. It took me less than 10 minutes to get a life to Novi Sad from there !
Heading North towards Novi Sad
There's a good spot near the motorway that runs between Belgrade and Novi Sad, across Gazela's Bridge from Belgrade's city center, and near the gypsy village.
Controllers wear a standard navy blue suit and tie, in Belgrade, and it's said that if you're riding the trams daily you might encounter one controller in a week, or two weeks.