I was talking to my D&D-playing client (mentioned here) and we were discussing the new game he and his friends have just fired up and my megadungeon game.
There were some differences. It wasn't story or railroad vs. sandbox (as much as I have this limited sandbox to play in) as it was episodic and mission-based vs. location-based. His group got a mission (Go take care of this for us) and went to take care of the mission. They wanted a mission and they got one. My group gets a location, and a general incentive to do something there.
I was thinking this makes an interesting contrast - do you hand out missions, or places? Both are valid ways to play, but don't have the same pros and cons.
I could sum up the differences between playing the way they did in their first session back - and I've done in the past - with the way I've been playing it now. Mission Based vs. Location Based.
Mission Based - play is more-or-less episodic. The GM provides some kind of situation that needs to be resolved. Sack a specific dungeon, Help X do Y, Rescue A from B, etc. The adventure begins, you take care of that mission, and then you move onto the next one next time. Loose threads may continue to the next one, or just get left behind as play moves on.
Pros: Very easy to prep for, both by the players and the GM. Cuts out all the "What should we do?" deliberation time. No need for natural stopping points at the end of a session, since you just keep going until it's done.
Cons: The players can get stuck doing missions/dungeons of the week/etc. that they have little enthusiasm for. Can tempt the GM into a railroad. You generally need the same attendance session to session or PCs will need to be run by another player.
Location Based - play is centered on an adventure area. Players can decide what to do, when to do it, why to do it. Missions may occur, but are accepted or denied based on player preferences. Loose threads continue until resolved.
Pros: High level of player agency. With proper play ending, you can have a stable of characters and not worry about attendance issues. Players only select what they want to deal with.
Cons: The bigger the area, and the more mobile the PCs, the more GM prep necessary. Lots of time can get spent figuring out what to do next. The GM needs to be ready for everything or have a good way to stall without killing fun.
While I do recommend that he try option 2, I totally understand how "Your mission this week is to sack the Dungeon of the Evil Priest of Evil" makes for a quick transition into play without a lot of discussion.