Finding a place to sleep is rough, even more so when you're hitchhiking. The last thing you want to do is fall asleep in a stranger's car. So here's an outline of some places to crash:
~If you have a car find a parking lot for a night. If you don't have a car try a site like http://www.erideshare.com/. It's going to cost some gas money though.
~If you're hitchhiking get a tent. Or you could do what I did and bring extra jackets or hoodies and wrap yourself tight and sleep on top of a park bench. I recommend sleeping during the morning before the sun rises and wake before noon, less chance of getting trouble from the locals. The roughest time to get a ride is 12 am to 8 am anyways.
~If you got friends use them for a bit. After you've been on the road for a while it's nice to crash on someones couch and get a nice shower for a couple of days before you hit the road again. Or you could use sites like http://www.couchsurfing.org/
~All night diners aren't really a place to sleep but it's a warm place to stay for most the night when rides are hard to come by. A five dollar menu and a decent sized tip can get you a place to stick around till morning. It's cheaper than a motel.
~Dumpsters. Now hear me out I'm not talking about ones where you stick food but there's plenty of cardboard only dumpsters and they are warm. I stayed in one when it was freezing out and my pack got locked in the persons house I was staying at that night. Cardboard is pretty cushy too.