You're right...it is probably the most expensive part of the grocery store...but I've found that it's cheaper than eating out, and usually healthier.
Making your own sandwiches on the road is a better choice, but my husband is 100% against making food or cooking food on the road. He's such a picky brat sometimes. If it were up to him, we'd alternate between fast food and expensive steakhouses the whole time. This is kind of our compromise.