Hello Dominic,
I have an idea of what your problem is. If you use shp2pgsql on roads.shp, you will notice that the roads have no Earth coordinates. Example: Interstate 5 has the coordinates 1110 1150, 1140 2145. These coordinates do not fit the New York State Plane NAD 83 projection, or any other projection for that matter. So, in short, PostGIS has nothing to return to you. Try using a properly projected and referenced shapefile/dataset and it should work.
If you need a sample dataset, I will supply you with one.
Darren H.