They usually all mean the same thing. :)
If referring to one road and going in the same direction, all of these can be used:
"Go down that road for 2 miles." = "Go up this street 2 miles." = "Go ahead that way 2 miles." = "Go straight along this parkway 2 miles." etc.
Otherwise, "Go up this road 2 miles," and "Go down this road 2 miles," can mean opposite directions.