Agree.
Just another example while on the subject of finding ways: Oblivion dungeons are not to be compared with Daggerfall dungeons (and this is one of my main complain of the Elder Scroll series).
Oblivion dungeons are easy. Daggerfall dungeons, on the other hand, well ... I got lost in them so many times. They can be very huge, crisscrossing and overlapping nightmares and when you get lost you can spent -days- just to find a way out. They were randomly generated (except for main quests) and they were the source of the nasty bugs for sure, but somehow I enjoyed traversing in them, not really knowing where to go and just go on forward. When a dungeon is rumored to be "the hiding place of the Undead King" then it can become very interesting (something the current games lack?) I can't remember even a single Oblivion dungeon worth mentioning in the whole game.

There's Portal 2 coming next year...
...well, it's first person, and you have a 'gun' which 'shoots' portal. :P

Indonesian? Halo
Anyway I think Portal is different genre altogether? It's more like puzzle than action involving puzzle

Perhaps FPSes need to follow in the steps of a lot of third person games and go the sandbox route. Assassin's Creed 2, for example. Still ultimately linear, but there's plenty of freedom in it (and figuring out where to go =)).
Give me an FPS which does that and I'd more likely to play it to the end. Which is probably why the last FPS I put any significant amount of time in to was Borderlands (and even that wasn't really brilliant in terms of freedom).
Mind you, there are some exceptions to that. Mirror's Edge is highly linear (perhaps with only a handful of areas where you have a degree of freedom in what you do) and Modern Warfare's SP campaign (1 + 2) which, despite being short were very good in terms of being enjoyable to play (even if the story isn't so great).

If you turn off the red glowing objects in Mirror's Edge it actually fits my OP, as it requires you figure out how to get places. I like that... that game would be damn shallow with those red glowies on, as most of the gameplay for me was figuring out how to get places.

My least favourite part in Doom was having to search to locate the key or the door. Well, at least in that game there was a in game map.
What I am trying to say is, I do not miss that thing at all.
If I want exploration, I will play an RPG.

I miss my Mazes :( at least we still have Unreal ^_^ best game ever made!

Which was actually VERY linear, outside of one or two segments (which were basically just "find the button" affairs):p
Which brings us to the crux. People (generally) don't want non-linear games. They just want games that FEEL non-linear. Non-linear games tend to be aimless, unless they are the open-world kind. But if you just give players the illusion of freedom, they'll be happy. Make a few branching paths (that go to the same place) or just let them complete objectives in any order (but still present a clear order that is generally followed. Like Fallout 1 and 2 :p).
I mean, people argue that Fallout 1 and 2 were non-linear. Yes, and no. They were non-linear in the sense that you could skip a lot and go wherever you wanted. But they were linear in the sense that the story and simple geography resulted in just about everyone following the same basic path on their first playthrough (unless they intentionally went wandering). Same with Baldurs Gate (outside of the Bioware Hub System :p) and the like.

I don't like being lost, but I don't like overly linear levels either. I think levels with plenty of exploration but with clear signs of where to go are the best (Bioshock).

I'm probably alone on this, but I always hated getting lost/figuring out where to go in FPS games. On the other hand, I don't really like shooters much, and now that I think of it probably every shooter I like is linear.

Personally I'm neither a fan of games that completely rail road you down a narrow path or games that leave you clueless as to what you're supposed to do next.
Good level design should rule out the possibility of you being completely stumped as to where you're meant to go. Visual indicators such as lighting and colour in general can be subtlety employed to guide the player down the intended path.
Alternatively, having enemies opening new routes forward is a much overused, but effective means of guiding the player. I also like open games that provide a waypoint that points you in the right direction.
Personally, I much prefer games that let you explore the areas. Finding secrets and alternative routes all help make FPS more interesting and involving.

Fallout falls into tghe RPG aspect and i agree with F-1-2 and mostly all Bioware...
The only truly fully Open World are the Bethesda ones... GTA's were linier as hell, followed the same path unfortunately, even games like Infamous and prototype are liner in aspect.
if Bethesda didn't change there monster spawn mechanics to level with you i would consider it to be linear as well.
My most free from game is Oblivion, not even fallout comparies since tyour forced into a logic progression to even beable to survive in areas...
The Gothics 1+2 have a logical movement as well but with "skill" the entire game is truly open.
as for a truly go anywhere do what ever you want Oblivion/Gothics are the only games i can think of that let you. Fallout 3 maybe but you need certain items to allow truly free movement.

I've started Bioshock recently, I've got the feeling they take me by the hand to go and shoot everything in the right order, that's a bit frustrating because as I miss the immersion part where you try to figure out your environment.
On the other side searching keys and stuff in old FPS, especially Doom was more a workaround to make the level longer because levels had to be smaller as computers where unable to hold wider levels so it was totally justified but I'm glad we do not see this today, except in FPS that defines them as Old-school.
As technology improved and with the few experiences I had I think the best level design I ever had is Unreal. You didn't have to search for keys too often because levels where gigantic, the game kept pushing you to explore further and further until the end without guiding you by the hand. Today FPS are more about filling your eyes with incredible visuals and making you shot at things and less about making you discover something and that's probably why I skip 90% of them.

Add me too.
Something I specially miss is seeing a awesome item or powerup somewhere that looks inaccessible. I have spent probably as much hours trying to find my way to places like that as actually playing the game to get to the end. Finding that small pebble to press or stand on that hidden pressure plate to get to the goodies always give me a rush when I find them.
It's not just linear regarding the actual map that are boring. It's also games that boast about having a free world to explore but by making areas/paths harder or easier force you to do things in a special order making all playthroughs the same.

IMO, a game should feel open, but actually be linear.
If I'm playing an FPS, the last thing I want is to be lost in the level and spend half an hour trudging through the same terrain because I got turned around somewhere. I don't really have time for that anymore.