john112364
Explorer
In my opinion, I don't think it's possible to run a completely linear game without taking away the players choices and ruining the fun. I have played with GMs who had a fit ant time you tried to do something that was not planned for. For example, I once played in a game that got completely derailed because we (the players) refused to take the mission that was obviously a set up and instead we wanted to take, what we thought was a second plot hook, and go with it. Turns out he was not prepared for the second senario and got po'd and refused to run that game again. A good linear game has to allow for players to do the unexpected. There are always ways to draw the players back to your railroad without hitting your players over the head with a railroad spike. 
On the other hand I have played in a game that was most definitely a very sandboxy game. This DM had an idea of what was going on in the world and was very good at improvising. No matter what you decided to do, he always seemed to be able to make up an adventure on the fly and make it seem planned. He was a very prepared DM, which is a must for a sandbox game. To this day, I can't match his ability to make up an adventure on the fly.
For me, I currently run a mostly linear game, but my damn players are always doing this I'm not expecting! ( They definitely keep me on my toes.) I'm also blessed with players who don't go out of their way to disrupt the game too much, so they don't mind some gentle nudging to get them back on track.
In the past, when I had more time, I ran a slightly more sandbox/linear hybrid where the players would decide which train to ride and I would then make up the railroad for them. Sometimes player can come up with some very interesting plot hooks on thier own, and if you pay attention to them you not only make the game more intersting, you make it more fun for the players.

On the other hand I have played in a game that was most definitely a very sandboxy game. This DM had an idea of what was going on in the world and was very good at improvising. No matter what you decided to do, he always seemed to be able to make up an adventure on the fly and make it seem planned. He was a very prepared DM, which is a must for a sandbox game. To this day, I can't match his ability to make up an adventure on the fly.
For me, I currently run a mostly linear game, but my damn players are always doing this I'm not expecting! ( They definitely keep me on my toes.) I'm also blessed with players who don't go out of their way to disrupt the game too much, so they don't mind some gentle nudging to get them back on track.

In the past, when I had more time, I ran a slightly more sandbox/linear hybrid where the players would decide which train to ride and I would then make up the railroad for them. Sometimes player can come up with some very interesting plot hooks on thier own, and if you pay attention to them you not only make the game more intersting, you make it more fun for the players.