I think VI, VII, & XII did this well, where you had periods where there are incentives to going off the beaten path and getting some goodies/extra content without ever actually forcing you to just aimlessly wander.
I loved the rush of trekking into the Necrohol of Nabudis so early in the game for the Zodiac Spear. Then having to make it back out.
It's great when games go "You shouldn't be here yet, but try if you want."