Personally, I liked that you could 'cheat' the main story in Morrowind. But I wouldn't call it that, as it was realistic in how it was handled. You couldn't actually cheat, just do things a little (or a lot)out of order if you wandered around a bit. And it gives you advantages, like when I explored some daedric ruins and ended up with a full suit of ebony armour at about level 5. I really had to work for it, but it was a really nice surprise when I succeeded.