I think Crothian has the right of it.
An Adventure Path is, by its very nature, something of a railroad. I don't think there's anything wrong with that, since the railroading is somewhat gentle (there's no "Here, the party will be captured and subdued by an effectively infinite amount of orcs" or anything), but I think it's absolutely best to handle it in a metagame way. When both you and your players know and acknowledge that you're running, say, Scales of War or Age of Worms, it makes everything go so much smoother.
I don't tend to run many APs; sadly, I don't have the time for them. I do enjoy linked modules like WotC's doing with Keep-Labyrinth-Pyramid, since it's easier to hop in and out, and each feels more like a complete episode.
-O