I'm going to confess something here, I've never actually prepared an adventure or ran a module in my life.
The way that I've always run my games is very similar to the Braunstein games that Chirine's talks about over on his blog than any of the games most everyone talks about running. Now I'm not in perfect accord with the Braunstein game as I don't provide each of my players with an object that they must accomplish during the session; instead I set up the location for the day's adventure and allow the players to move about the location accomplishing their own objectives as such things occur to them.When they choose to leave the current location I create a new area for them to explore and let them have at it. Some people like to call this a hex crawl, but I'm never organized enough to establish what all the locations are prior to play unlike Carcosa or Nyctites. That isn't to say that I haven't ever tried, it's just to say that the game is more fun for me when I have to test myself by setting the creatures up in reaction to my players' actions.