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I'd say its down to what links the missions together. Strong stories and characters make open world games work, weak ones leave the games feeling like a bunch of checkpoints.

IMO games that I have played that do it well are GTA: San Andreas, AC2

Games I have played that IMO do it badly are GTA4, Oblivion

and of course there are many that fall in between but to say they are all boring is a very closed minded view.