I think one of the hardest things to establish is the line between a "plotted" adventure and a railroad adventure.
OK, this is wordy and overthought and pretty obvious, but I don't want to waste the time I just spent writing it.
At one end of the continuum we have the Complete Sandbox Game, or CSG. In the CSG, the world continues around the PCs regardless of their actions. If the PCs decide to walk out of one dungeon and into the one across the way, the DM puts away his notes and starts creating a new dungeon. Encounters are mostly random. Characters die, leave, and retire without any real effect. Quest adventures are possible, but there is a high likelihood of the PCs failing, and apocalyptic quests are highly unlikely, just because of the realistic improbability of the PCs being in the right place at the right time to make a difference. On the up side, it's all about player choice. On the down side, the choice is rarely meaningful outside of the PCs' immediate surroundings.
On the other end of the spectrum is the Absolute Railroad Game, or ARG. This game is all about the story. PCs can never retreat, never rethink. Characters deemed "significant" or "important" magically take less damage. "Important" NPCS have immunities the PCs are not able to overcome. Prophecy, destiny, and epic quests are very likely to be a component of the narrative because the DM can and does script the characters' survival and adherence to the terms of what is destined.
Most DM's, though, fall in between the two extremes. Players might have the choice to do as they like, but elements of the plot appear irregardless of the players' intentions. In game this could be attributed to divine intervention, or "destiny", but it is in fact the imposition of a cohesive storyline onto the players' actions. Characters are "guided", "directed", or "nudged" through in-game manifestations into choosing certain paths. Dice rolled in public might be absolute, while those rolled in secrecy behind a screen are more "fluid" in their interpretation. This can be seen as an "illusion" of choice (negative), or creating cohesion and meaning to the storyline (positive). Characters lack the absolute freedom of a CSG, but enjoy greater range of choice than with an ARG.
Is one "better" or "right? No. The only consideration is whether or not everyone at the table is having fun. The likelihood of pleasing everyone decreases as a game swings towards one extreme or another, but if you have a casual group that likes clearly defined goals and world-changing adventure, it's OK to swing towards a more linear, aka railroadish, adventure. On the other hand, some groups prefer choice and self-determination, even if means their characters may fail (and die! Repeatedly!) without leaving a mark on the campaign world, and be more inclined to a stronger sandbox experience. It's all about the fun.