Roman soldiers built roads during periods of downtime, albeit sophisticated roads, many of which still exist today. So, I pulled out several wonderful maps that illustrate the extent of the work they performed:
Paradox Place has a wonderful map of the Roman Roads throughout Italy.
Spain: Then and Now has a wonderful map of the Roman Roads in Spain:
HistoryLink102 has a great map of the roads around Rome itself:
Dl.Ket.Org has a basic map that shows the networks of roads (without much detail) throughout the entire empire.