From A Wiki of Ice and Fire
The kingsroad is the main overland route in the Seven Kingdoms and extends for almost two thousand miles. From the northernmost end at Castle Black, at the Wall, it runs south to Winterfell and then on through Moat Cailin and the only causeway through the Neck to the Ruby Ford to the capital at King's Landing and continues on through the Stormlands to Storm's End. It is not as impressive as the great Valyrian roads of the past, but overall it increases mobility and speeds of travel.
The kingsroad was built during the reign of King Jaehaerys the Conciliator about two hundred years ago. Its quality varies from place to place. Its main section is between King's Landing and the Neck and sustains numerous inns and villages along its length. Just north of King's Landing, the grand road is initially little more than two narrow dirt tracks, winding back and forth on itself. To pass through the Neck it becomes a causeway. North of the Neck and south of King's Landing the road winds down. Inns exist, but they are farther apart and much less able to accommodate large parties.
The kingsroad begins in the Stormlands at Storm's End on Shipbreaker Bay. It runs northwest past Bronzegate and through the kingswood to the Blackwater Rush, opposite the River Gate of King's Landing in the Crownlands. At the capital it is met by the Goldroad coming from the Westerlands and the roseroad from the Reach. At King's Landing the kingsroad continues north through the capital's Dragon Gate and passes east of the God's Eye and by Harrenhal in the Riverlands.
At the inn at the crossroads, the kingsroad meets the river road from the Trident and the high road from the Vale of Arryn. Nearby is Lord Harroway's Town. It continues north, running east of the Green Fork of the Trident and the Twins. The causeway of the kingsroad is the only safe way through the Neck, although the crannogmen know of other routes through the swampy terrain. The formidable ruins of Moat Cailin guard the northern edge of the Neck.
After Moat Cailin, the kingsroad travels north through the barrowlands, the southeastern wolfswood, and a tributary of the White Knife to Winterfell, the seat of House Stark in the North. Once the kingsroad moves beyond Winterfell, the grand road becomes a sparsely-travelled path, and aside from a few farms, there is little around; west of the road lie flint foothills of the northern mountains, to the east a rolling plain. Three days ride north of Winterfell the road journeys through the northeastern wolfswood and then goes west of Long Lake and Last Hearth. After leaving the lands of House Umber, the kingsroad enters the territory of the Night's Watch, passing through the Gift before reaching Mole's Town and then Castle Black at the Wall.