I can see where you're coming from, but it is all down to choice. I liked the fact that if I chose to do the main quest, I knew I just had to go to a specific place, however I still spent a good 15-20 hours beforehand doing random quests and finding random dungeons. I even did so accidentally. I rarely jump across the map. I like to ride along, finding all of the hidden places on the way, and often even when I'd decide to go do part of the main quest it would take me hours to get there because I'd end up stopping at a dozen places on the way.
I like that fact that the main quest is so in-your-face obvious, because it is such a small part of the game, so it is something I can always go and do if I get bored. Plus, how linear it may seem is down to how much experience you have had playing similar games. If you haven't played anything like Oblivion, it may seem like the least linear game in the world. Hence Fluffie saying "That kind of RPG is just too open-ended (and huge) for me to have any fun." about Oblivion. If you have some experience, Oblivion might seem a little linear in comparison to past incarnations, hence CatchFiveBats saying "Daggerfall being too open-ended and Oblivion being too linear".
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