There are only two types of games. There is the railroad-style game, in which the DM places the players on a plot track moving them from one scenario to the next to resolve the overlying conflict of the story. There is the sandbox-style game wherein the DM allows the players free access to all parts of the campaign world evenly, ready for wherever they go and whatever they do. Alternatively, some games are a mix.
Three. There are only three types of games.
Forget it. There are many types of games. Let’s discuss Railroad vs. Sandbox style play.
Which is right for you and your game? I have no idea, but you do. You already know. You have two groups to please here, the players and you, the DM.
You need to satisfy the players, and so you need to be aware of what sort of people you are playing with. Are these free-wheeling, true neutral folks who are big into camping without a plan, taking trips at the last minute, or just pulling food from the fridge and see what ends up cooking? You’ve got yourself some Sandboxers! On the other hand, if these are folks itching for a good story, if they all carry day-planners (dating myself) or if they keep post-it notes handy, you probably have a group in story-mode, ready for the railroad approach.
What about you? You know yourself best. Are you a control freak? If so, you are gonna be a hardcore Railroader. Do you come to the game completely unprepared, with just a few books, a module or two, and your dice? Likely you have the soul of a Sandboxer.
Here is the problem. Both types can be fun and fulfilling, but in all likelihood the very best games fall along the scale somewhere between these two extremes.
Striking a Balance
In Railroad-style play, you are going to have a plan that gets your players from one scene to the next as they solve problems, overcome enemies, obtain objects, reach goals, and ultimately resolve the overarching conflict that you have created for your campaign world. Even if they try to leave the plot-path, you will simply adjust said path to fit the story and place the players where they need to be. Think Lord of the Rings here. Frodo makes it from the shire to Mount Doom and drops the ring in, and thus ends Sauron’s grip on Middle Earth. The end. Frodo didn’t take a detour to look at the nice waterfall, or a side trip to investigate that creepy Radagast’s house. He made a bee-line to to end the issues plaguing his life, and those of Middle Earth.
In Sandbox-style play, the players will make all the choices. Where to go, when to go there, and how to get there are all players choice. As the DM, your job will be to react, act, and then react again as the players move from one interesting location to another. Players set their own goals and you will create the places, people, monsters, and loot that they encounter. It’s open ended and fun, but without direction. Quite often it’s motivated by profit and pleasure, and can be fun but also may become rather boring over time.
So What’s The Right Choice?
My suggestion? Run the game in the style which makes the most sense, and results in the maximum amount of fun for you and your group. Also, maybe engage in some conversation post-game and see what the group thinks. Are they enjoying the game? What would they like to see happen with the direction of the game? Let them ask questions, and answer what you can without spoiling the surprises. A short exchange can be very useful.
How do I play? I probably fall somewhere solidly in the middle. I find that for me and my groups that the game is at its best when the players can choose, but the story helps them decide. The truth is, the players are always playing MY game. They just don’t always know it.
There is an ongoing debate in the RPG Hobby World about these play styles, and many great articles to read. Another point of view can be found here at Follow Me and Die! Doing a quick internet search for Railroad VS. Sandbox will also yield an interesting collection of blogs and essays.
I encourage you to find what works best for you—none of these are definitive.