O'Reilly evidently believes that idealism isn't practical. But it isn't necessarily practical to be practical. As the failure of the supposedly practical war on drugs has shown, it may be time for an idealistic approach to the drug problem.
Libertarians are moral idealists.
The answer, of course, is that the same people who build them now would build them in a free society, but without government middlemen. Highway builders would buy land from willing sellers at a mutually agreed upon price, rather than steal it from unwilling victims of eminent domain, and then charge tolls to those who use their highways, rather than tax those who do not use them. Our government has visited on us the energy problems that are rapidly becoming an energy crisis. And we should stay tuned for the upcoming natural gas crisis, and not too far down the road, the water crisis. The highway crisis is already upon us, with too few highways serving too many automobiles.