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!
Note: jeremie used this spot and would like it made clear that it is dangereous, even if it works well.
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. (This info is not entirely correct, I spent 4 hours while trying to get out of Belgrade. There is no way to reach the stop of 308 with Tram 7. You have to get off at Vukadin memorial or shortly Vuk and from there on, walk to a nearby kiosk and catch bus 6A, then go to the last stop Ustanicka and walk down the street. There you can catch 308 to VML. The gas station is a pretty good place to hitchhike, just don't be in it, cause there's just a few cars stopping and you'll be waiting quite a lot)
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.
To hitchhike towards Niš, you should first reach paytoll, which can be a bit tricky, since you have to hitchhike while you are still in the city.
Take bus no. 31 from the city center, until you get to crossroads between Ustanička and Vojislava Ilića street (ask someone in the bus for Vojislava Ilića stop, but in case you miss it, it is the second stop before the last stop). From there walk to the bridge, cross it, go downstairs, and walk around 150 meters in opposite direction than cars passing by from that side of the highway. There you will find a connection road to highway, and it is the spot from where you can hitchhike towards paytoll. You should have sign which says "Rampa" (paytoll) in order to get a lift, otherwise you risk staying there for a long time :) It is possible that someone who is not going to the paytoll, but to Leštane will give you lift, but it is no problem, since after he turns, you have only 10 minutes on foot to the paytoll .
Heading South West towards Sarajevo
There are 2 ways to Sarajevo, one through Čačak-Uzice, 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 the green open market called "Zelena pijaca" in the center, to the last station. Then just follow the street for one minute, turn right, here is the exit to the motorway, climb up the bridge and try to hitchike there, there is some place for cars to pull over, but in Serbia when they want to stop the car the dont really need a proper place ;). It seems that buses 531, 532, 533 go further, but it's not really needed, and they might be regional buses. Use signs ČA and/or UE (ČaČak-Uzice). This way through Čačak-Uzice is not the fastest but in t0ma5´s opinion very interesting, it will take you 6-7 hours to reach Sarajevo and before leaving Serbia you will pass near by GuČa, where a crazy balkan music festival takes place every summer and just before the Bosnian border is Mokra Gora, the ethno village that the filmmaker Kustorica made for his movie, Life is a Miracle, you can visit it in few hours if you have the times but there is entrance fee. After Uzice there is not much traffic going to Bosnia since after the border and before Sarajevo there is not any big city, so if you get a ride the driver will probably take u all the way to Sarajevo :)
Heading North towards Budapest
It's best to take bus number 706 from Zeleni Venac station (big bus station in the city center)or 73 from New Belgrade. If you wish to hitchhike on the highway, you should exit at overpass at Batajnica. If you wish to take the old road, which is probably the better option if you travel only to Novi Sad, then you should go further with that bus to the end of Batajnica suburb, until the bus turns from that road, at the church. Just go back to the same road you were previously at, and hitchhike from there. Batajnica is around 15 kilometers far from Zeleni Venac station, and bus takes around 40 minutes, depending on traffic jams.
Ask the driver to let you off at Batajnica for the entrance to the highway. You'll see the signs anyway, but the ride is quite long. Be careful of pickpockets on the bus..an old man may look harmless but has quick hands, oh! When you get out, have a sign for Novi Sad and get out at the péage, the toll booth which is quite a way before Novi but the best place to stand to get a long distance ride..here you can whip out a sign for Budapest..it'll take a while, but beside you will be a bar just in case of thirst with quite cheap beers.
There is a map on http://www.serbiatravelers.org/en/index.php/hitchhiking/145-beograd
Heading North towards Novi Sad
It's best to take bus number 706 from Zeleni Venac station (big bus station in the city center)or bus 73 from New Belgrade. If you wish to hitchhike on the highway, you should exit at overpass at Batajnica . If you wish to take the old road, which is probably the better option if you travel only to Novi Sad, then you should go further with that bus to the end of Batajnica suburb, until the bus turns from that road, at the church. Just go back to the same road you were previously at, and hitchhike from there . Batajnica is around 15 kilometers far from Zeleni Venac station, and bus takes around 40 minutes, depending on traffic jams.
Heading West towards Zagreb,
Take bus no. 16 from the upper part of Zeleni Venac station towards Novi Beograd, and exit after you pass traffic circle. Cross the street, and take bus no. 611. That bus will take you to the highway, some 20 kilometers from Belgrade. Get off as soon as the bus turns from the highhway, and then return to the highway. Start hitchhiking there. Paytoll is around 7-8 kilometers far, but there's no need to go there on foot. Once you get to the paytoll, we recommend using a sign for the direction you want to go, it is a good opportunity to get a direct ride, even all the way to Zagreb.
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. You can skip them just standing on the door and leaving the bus or just tell them that you don't have any ID.
Note from a_dato: I have just been in Belgrade and some of the controllers are dressed in civilian clothes... Note from t0ma5: Sometimes the wear normal jackets over their uniforms, if they catch u try speaking in another language but not english and pretend u dont understand when they ask u for ID. Watch out for pickpockers if the bus is too crowded. Controllers can be rude sometimes when u dont have a ticket, better keep one in your pocket and use it if they come, it costs 42 DIN, something about 0.45 euro in december 2009.
Spent two weeks riding all day every day - saw them coming like a great light in the night. Elephantson (jeremie) 2010
it seems they started wearing civilian clothes again, i saw them yesterday. marko bg
From June 2010. they have green - yellow fluoroscent shirts so it`s easy to see them.