Good question -- In the past I've used special GPS software to load routes into my Magellan GPS for off-road riding where there are no maps for traditional GPS units. I've not seen a way to do this from Google Maps for an entire route but I bet someone has figured out a way to make it work.
I love my Android smartphone though as all I have to do is open Google Maps and access "My places" and there is my entire route along with hotels, places to eat, all kinds of stuff. You can easily navigate to any of the sites using Navigator. With smartphone navigation being so good, I'm thinking companies that make consumer GPS units are going to be in trouble. Here's my route from Nashville to Portland.
http://goo.gl/maps/wrHjh
The one HUGE advantage a traditional GPS has is that it works without a data connection to the Internet. Smartphones need data to work. (Though on my new phone Google Maps has a feature called, make available offline.)
;-)