LostSoul said:
How about this: "I was a farmer. Today I went home and saw my wife being taken by orcs!"
DM: "Okay, you're going to hunt rats in the sewers."
Player: "That's lame, but if I don't follow his plot like this book says, I'll be doing something wrong."
DM (thinking): Okay, I've written a few sessions worth of NPCs and encounters. Soon the players will discover that their sleepy little town is actually the secret home of the Bandit King. Will they crusade to stop him, or join his band of ruffians? This should be exciting. But first, it's into the sewers to fight some rats and discover evidence of intrigue brewing...
DM: Okay, do you have your characters ready?
Player 1: I'm Bob the Wizard. I guess I'm probably the apprentice of the local wizard or something, and I've got dreams of becoming a powerful diviner and learning the secrets of the universe, particularly the outer planes.
DM: That's cool. Sure, you're the apprentice of old McGillicuddy the wizard. (notes down bit about outer planes for higher-level stuff)
Player 2: I'm Fred the Cleric. I serve Heironius and I aspire to join a holy order of protectors of the crown under the banner of the god of valour.
DM: Okay, there's a temple just outside of town you can be from. (makes a note to think up a holy protector prestige class with associated NPC organization)
Player 3: I'm Tom the Fighter. Some orcs carried off my wife this morning and we have to go save her, now!
DM: Uh, well, actually I don't think there are any orcs in the area...
Player 3: No, there are orcs. It says so in my character background, now you all have to come help me fight them! My wife is kidnapped. Do you want the orcs to kill her?
Players 1 & 2: Hey, nobody asked us if we wanted to fight orcs!
DM: I don't have anything like that prepared. You see there are these rats...
Player 3: *siiiigh* Okay, whatever. I guess you don't care about what I want to do. Your plot is lame. I hate this. Why can't I do what I want to? You're a crappy DM!
A bit overwrought, but the point is, it's a two way street. The DM has to do actual work to prepare sessions and put together a game. Some people can just wing it, making it up as they go along. That kind of DM is great if you want to just wander off and see what kind of adventures you stumble across. But most of them do things like write up statblocks, prepare encounters, and come up with overarching plots so that the events of the campaign hold together with some kind of sense.
Prep time is a big issue. That's why lots of people rely on modules. Of course modules are even more limited in player freedom, but how many people come on these boards and fondly remember White Plume Mountain or Temple of Elemental Evil? Quite bit more than complain that the DM wouldn't let them leave Hommlet and go gallivanting off into Geoff instead of stopping the evil freakin' temple from summoning a demon queen.