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Linear games can still be fun, but exploration just makes a game last so much more and feel way more like a game. I like the feeling that I can go where ever I want, that the game world is my oyster with secrets, Easter eggs and collectibles scattered across every nook and cranny.
Uncharted 1-3 and TLoU were great, but what really started to piss me off, were the constant barriers from one area to the next. There is an invisible point of no return every 1-2 minutes, like the developer's hand is rushing me behind my character's back. And these are games from the people that made the open world J and D games. Crash Bandicoot had more freedom.
Try not to cry in nostalgia: http://www.youtube.com/watch?v=39pK2MV_sfs GMT + 1 PSN = William-Lake
I hate the 'go find this guy to continue your quest, but I'm not going to give you the slightest hint where he is, so just wander around like an idiot until you happen to stumble across him' appoach. Especially if 'exploring' doesn't net you any tangible reward that you wouldn't have sought out or been directed to anyway.
I like the GTA approach. You want to explore? OK, here's a whole mess of stuff to find: packages, jumps, rampages, side missions, etc, etc. to make it worthwhile. You just want to get on with the story? Fine, go see Vito. Here, I'll put a giant V on your map and make the spot glow from 3 blocks away.
As far as linearity, I don't mind just going from Point A to Point B as long as I'm having fun along the way. I grew up on games that literally only let you go from left to right, so what people call 'linear' now just doesn't feel restrictive to me.
I think linear, personally. I have fun with open-world games to some extent, but I discovered with Assassin's Creed mostly that I just didn't enjoy much of the stuff I was doing. There's a lot of content to complete in something like Skyrim or Grand Theft Auto, but, in my opinion, it's more about scratching the completionist itch than actually enjoying the content itself.
A linear game, though it may not have as much variety, can be still be very engaging, fun, and focused, and the story's usually much better, to boot. So I'll take that instead.
"We're not too far gone. We can come back." -- Rick Grimes, The Walking Dead