well actually if you build one straight road and then build your grid off of that road, they will all be perfectly straight and the crossroads will be perfectly perpendicular.
I usually start by building one small road on the edge of the map, so I can see the perforated line on the edge and get it as straight as possible. Then any road coming off of that using the straight road tool will be part of the grid.
The only time it really gets to be a pain and/or expensive is when I am making a big curvy area but then want it to match up with the grid again at some point. Or even worse diagonal avenues in the middle of a square grid. I make lots of these in my cities as it is quite realistic though. Then you have to draw a road out way further then you would normally just to make sure everything lines up correctly.