I liked the part about the Brick Wall. If you put something into the game, you should be prepared to have the players interact with it. This is why I avoid plot based games. It sounds like the GM had planned out that the PCs would go through the front and fight or talk their way in, and them sneaking in the back didn't go along with his plans.
I avoid this problem by not making plans, but providing conflicts. They need something from the guildhouse. If I describe guild members in the front and a locked back door, I should expect that they might fight their way in. They might try to talk. They might try to sneak in. They might stake the place out and wait until there's a good chance to break in. They might try to get some dirt on a member. They might try to burn the place down. They might ignore it completely. They might do something I didn't see coming.
And that last part, for me, is where a lot of fun with gaming comes from. While I might have a route planned, I don't object at all to the players taking a different one. For a recent example from my Cthulhu game, the players were trapped on an island with a bunch of villagers under the thrall of a Cthonthian - huge otherworldly monster. It was dwelling in a mine. I'd given them a path to defeating this monster
- There was one here in the past, but it stopped after a great storm. They found a 'statue' of the last one. When they're exposed to water they turn to stone.
- The storm caused an underground lake to flood the beast's lair.
- They found the overhang at the top of the lair that seperated it from the lake.
- They found an old supply of dynamite.
My obvious road was to blow up the overhang drowning the thing. Taking it on in combat was not an option. However, they didn't piece that together. Instead, they piled the dynamite at the mouth of the cave, and one brave PC threw a stick into the lair to anger it. It chased him out, and the rest of them shot at the dynamite crate, blowing the creature to pieces.
It wasn't what I'd planned, but it was awesome

. I didn't call for more and more skill checks until they failed for going off my path, I let them run with it and everyone had a great time. Even the poor bait PC, who was eaten before the rest of the group could destroy it.