Highways are essential for hitchhiking longer distances.
If you need to travel over long destinations, taking the highway may help a lot, and in some place is almost unavoidable. Most highway entrances are bad spots, and many are dangerous. A good way to "hitchhike" on highway is to practice "station hopping": you only stops in gas stations. Gas stations (or rest areas, often the same) are the best spot ever, because you can go directly talk to people (show them you are nice and smile) and the car is totally stopped. Enjoy.
Do realise that in most developed countries, hitchhiking directly on the highway is forbidden! In rare occasions however, you might be forced to. Keep in mind that it is very unsafe for drivers to stop on the highway, and that your own safety is also in danger. The police might force you to leave the area, but in some cases they just don't care.