I keep several trash bags in my car and pull the car over to do it inside. I feel really embarrassed to have to vomit on the side of the road in front of other drivers. I know it's a part of life and you can't really help it if you have to puke, but I'd rather not have a bunch of people watching me do it, especially in rush hour traffic when cars are moving 5 mph!
I do have to drive DS to pre-k on a one lane road where there are very few places to pull over, and if the urge hits I find that taking lots of slow deep breaths helps suppress the urge until I have a place to pull over.
One last tip (you can tell I get sick a lot), I keep a disposable cup or a bottle in my car to spit into. If you are like me and have excess saliva, swallowing the extra spit definitely makes me gag until the point of vomiting a lot. Sometimes I not even nauseous and I still vomit from swallowing spit. I find that spitting some of it out helps prevent this.