Someone once asked me how I knew so many great, out of the way little roads. My somewhat tongue-in-cheek answer was that I'm a crappy navigator, so I find great roads by getting lost. Partially true. Folks who've ridden with me often know that u-turns are part of the experience. But, there's getting lost and there's getting lost. How do you make sure you get lost where you're most likely to find great roads?
One way to start is by studying maps. It helps if the maps are very detailed. Some of the best goat trails don't show up even on the relatively detailed maps that AAA sometimes provides (I found one today that wasn't on my AAA map). Instead it helps to use atlases from Gazetteer or Benchmark. In Europe, the finer detailed Michelin maps can serve the same purpose. When looking at this maps you want to look for obstacles - mountain ranges, ridges between river valleys, canyons, etc. - anything that will make it difficult to build straight, smooth roads between any two points. Then look for the major routes traversing those obstacles. These are not goat trails. Then look for roads, paved or not, that are alternates to the major routes, and these are your likely candidates.
Let's look at some examples. Here in California there is a low but significant coastal range of mountains. Using the area north of San Francisco as an example, there are several major roads between Hwy 1 on the coast, and Hwy 101 which runs inland from the coast. Between Mill Valley, CA and Leggett, CA these roads include - Pt Reyes - Petaluma, Bodega Bay - Petaluma, Hwy 116 and Hwy 128 and Hwy 20. These are beautiful roads which bear the bulk of the traffic between Hwy 1 and 101, but they're not goat trails. The goat trails are the other roads that make the crossing - Marshall - Petaluma, Coleman Valley, Skaggs Springs - Stewarts Point, Mountain View, and so on.
Whether you're in coastal California, the high Sierra, rural Connecticut, the French Alps, or even Kansas, you can apply the same approach to find the small, out of the way, and interesting roads that will make riding so much more fun. Dig out some maps and start searching!