Kardwill: Pretty much every RPG in existence rewards you for NOT going right away to the place where you should go. I understand the reason (reward exploration, show off your world around the main story, etc...), but when you think about it, it's pretty absurd. 
  Deus Ex: Human Revolution being a welcome exception to the rule.  
 Game: "Dude, there's, like, a shitload of hostages in a factory. They're gonna get killed, so get over there ASAP and make them not get killed." 
 You: " Right on it. Just let me dig through all the stuff in this office I just broke into." 
 ... 
 Game: "Uh, about those hostages that need rescuing? They really need rescuing. Like, nowish!" 
 You: "Roger that. I'll– ooh, look! A secret passage! I wonder what's behind that..." 
 Game: "But–" 
 You: "Ssssh! Secret passage!" 
 ... 
 You: "Right! All done! Now, hostages...where's the helipad?" 
 Game: "All the hostages are dead." 
 You: "Of course, I'll just get over there and– wait, WHAT?" 
 Game: "They're dead. D-E-D. Dead. You got them killed with your dicking around the office!" 
 You: "Oh. Uhm... huh." 
 Game: "Seriously, what the hell, hero?" 
 You: "But there were PDAs I had to read!" 
 Game: "Hostages! Rescue! What the fuck, man!"