On the open road you'll need a sunglass to act as the windshield for your eyes, so make sure it's got lots of coverage and fits perfectly with your helmet. For driving, a polarized lens will eliminate the intense glare reflecting off the road and your dashboard. If you're looking for styles specific for auto racing, you'll want maximum eye protection, but also high style. A polarized lens with decent lens curvature will help to reduce strain on the eyes as the miles of asphalt takes its toll.
The most important thing to consider when purchasing sunglasses for driving, or auto racing, is polarization.