When choosing to go left or right in a dungeon players should have information to help decide which way to go. That choice should matter and ideally be a difficult choice.
You do this by giving choices that are not easy to compare.
This same approach should be taken when designing pathways over your world's game map (wether they be actual roads or hacking your way through the wilderness).
There are many difficult choices you can build into your map. One way is to have three paths to leading from point A to point B, the first path is safe, the second path is quick, the third path is cheap.
Signal this to the players through idle talk at taverns, the appearance of the path, signs along the roadway, or in some other way.
Your players now must weigh safety, speed and monetary cost. They may make different choices at different times depending on their situation.
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