Highways are essential for hitchhiking longer distances.
If you need to travel over long distances, taking the highway will most likely shorten your travel time, and in some places highway hitchhiking might be even inevitable. This can be done either by thumbing at on-ramps (entrances) to the highways, or by a practice of hopping from one petrol station (or service area in general) to another. The latter one is usually rather recommended, since the first one can be unpleasant, expose you to the dangers of over-speeding drivers, and appear being a hopeless position during the night hitchhiking; sometimes legality issues can be brought up if you hitchhike after the sign that marks the beginning of the motorway; however, waiting times, compared to waiting times at the exit of a highway rest area (but not to a practice of asking a driver directly), can arguably be lower.
So, the best choice, many hitchers would agree, is to hop from one rest area to another where one can ask for a ride talking to people directly while they refuel their cars, of wandering around the area. Some hitchers might find it difficult because it requires some ability of being brave and firm when directly contacting an unknown person; some other travelers appear to love this way of hitchhiking probably because it helps to develop a closer contact with a person while socializing (and because it shortens waiting times, of course).
In most Western countries thumbing directly on the highway is forbidden. In rare occasions, however, you might be forced to. Keep in mind then that it is very unsafe for the driver to stop on a highway, and that your own safety is also in danger. The police might force you to leave the area (or even fine you) although in some very rare cases they might have better things to do and leave you alone.
Exceptions (in following locations to stand on a highway is not a crime):