So I took some sidewalk chalk and drew a road with a few curves in it. Then I put the center line in and added a few "side roads," and gave him stop and go directions at the end of the road. Finally I drew a few arrows in the road to let him know which way he should go. Caiden absolutely loves the road and it kept him going all night long...and tonight too.
Here's a little video of him driving (don't mind hubby working in the background).