In Pennsylvania, it's never "Highway XX," and indeed, "highway" is only really ever used to talk about "big roads" - any freeway, or a divided road with a high speed limit. Typically, we refer to "Route XX" or just "XX" (for instance, "Harrisburg's down 322, while Huntingdon is down Route 26". For interstates, when we give it any prefix (which is rare), it's usually "I-XX" and not "Interstate XX." I'm much more likely to call something "99" than "I-99" or "Interstate 99," and in the same vein, likelier to say "22" than "Route 22" or "US 22".