Don't go by road, I agree (4)
I believe the answer is:
stay
'don't go' is the definition.
(I've seen this before)
'by road i agree' is the wordplay.
'by' means one lot of letters go next to another.
'road' becomes 'st'.
'i agree' becomes 'ay' (I can't explain this - if you can you should give a lot more credence to this answer).
'st' put next to 'ay' is 'STAY'.
Can you help me to learn more?
(Other definitions for stay that I've seen before include "lodge" , "Defer" , "Remain; prop" , "Check" , "Arrest" .)