Here in AZ it is often the only or sometimes the safest way to get from place to place, with the alterative, if there is one, being a high speed windy mountain road with narrow lanes and no shoulder at all.

Its really not bad at all. You get very good separation from traffic and cars don't swerve wildly or turn like on city streets. I actually find it much more relaxing riding along the wide shoulder of a busily traveled 75mph posted interstate than on the 45mph posted city multilane arterial roads where cars pass at 50mph often with less than 3ft clearance.

Also note as to freeway exits, they can sometime be 30-40mi apart, more typically 5-10, but with such rarity they are easy to cross and when they are spaced in the many dozens of miles apart areas one usually finds oneself exiting anyway for a little break.

Best arguement (aside from neccessity) is the data on injury and death. From what I understand a much lower rate per freeway mile than city for cyclists. (Sure this is swayed as more so the experienced tend to ride freeways and kids ride in cities.)

Great little map of AZ roads/freeways with codes for density and shoulder width as provided by ADOT:
http://www.azbikeped.org/images/map-side-1.pdf

Al