I liked the world in LoZ Wind waker. While it was almost completely ocean there were a lot of little side areas and challenges to explore and undertake. Sailing anywhere (even storyline areas) was nice because you could explore almost everywhere as you travel, putting storyline below the top priority.
Obviously to me linearity plays a major part in the vastness of a world. I mean whats the point of there being such a huge valley there logically in reach (like there being a huge area but the blockade is like a cute little ledge (which ironically Wind waker is a culprit of (SPOILER)hyrule anyone?) but being held back by mechanics hell bent on keeping me focused on the story?
Though I loved the invisible walls in ATV Offroad Fury 2. Those were so fun to bounce off of.
There are exceptions... now these boundaries were just fun as hell (not to mention massive freerun maps)