It depends on the game. In some games, like Bioshock, I spend a lot of time wandering around because the environment and story is great. Others, like Halo 3 or Heavenly Sword, I just move on through the game because there isn't much else to keep me interested. Both games were good but didn't offer much incentive to explore around. Then there are other games like Blue Dragon or Twilight Princess where I do some side quests but move through the game at a decent clip, ignoring some of the more annoying - or boring - side quests.
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