The Fallout games are still my most favorite RPG's ever, on any platform. I even liked Tactics, mostly because it let you play as a super mutant
But seriously, I aggree, the fallout series did the best of any series I've played at keeping a main quest moving while allowing appropriate degrees of sandboxing.
I hated Morrowind because it was
too open. I mean, you try to do one quest and suddenly theres somebody else, and up, now you have to walk accross the whole continent on some stupid escort quest before you can get back to the important things. I don't want to have to pick flowers, and reunite twins, and build a better mousetrap while I'm trying to save the world. Now, I also dislike most of the Final Fantasy games because they are too closed. The nothing kills imersion in a world faster than a town full of people that serves no purpose other than a save point before the next scene.
In Fallout, you have over-arching quests. And if you let yourself get distracted, instead of being rewarded with sidequest trophies, you fail, or get penalties. So you have to keep moving on your main quest. But the quest isn't totally scripted- you basically have an end goal, and some tools on hand, and you have to get yourself from point A to point B yourself. And there are at
least 5-6 ways to beat nearly every quest. Plus quests that only become available to certain characters, plus only good and only evil quests, plus the main plotline can be done in 3-4 completely different orders. Like, in Fallout 1, you normally have to either hack/stealth/fight your way through an enemy installation to find the location of the enemy military base, OR you can do the other main quest first and come back to the military base once you did that, OR you can make a character with the maximum amount of hitpoints, let yourself get captured, survive the interrigation, and then get taken to the military base and fight your way out Prison Break style. That's three completely different paths, each one with multiple steps that all have a half dozen potential resolutions. So it's very open, but instead of being frivolous all the openess points you further along the main plotline.
Whew... ok that was a bit of a rant, I appologize.