Roof exit all the way. Side exits could work but if you do get a wind from that direction it will push the gases back in the garage. Not to mention to properly flow the vent gets help from the wind up top as it does help to draw the gases out and away. I just went though this with my father in law who is the local city building and code inspector and that is what he told me to do. Also when doing this make sure that your vent is 3' above any roof line within 10 feet. That is the code here and i would bet its similar in your state.