Of course I do!
If I see something that's worth being shot, then it is definitely worth the effort of stopping the car, getting out and walking back, and admiring all the weird looks I get from passing drivers. If I can't get myself to do those things, then I the shot just isn't that important to me.
Just make sure you're not trespassing (though I pretty much do this all the time for my shots...).
Sometimes, I'll dedicate an entire day to just driving around places I've never been to, and stopping along random stretches of road to see what I can find.