This is kinda off subject, but I think there has to be some leading around, otherwise you almost get chaos. Obviously the GM sets out with a goal in mind, but getting players to work towards that goal is something else entirely. I consider myself pretty good on the fly, but when you need a character to go into a building to get something, and he instead blows up the building, you just want to strangle them. I played in a game where there was some kind of glowing cubes filling an entire room of a castle. The GM described the energy in the cubes and how the air was almost electrified. So one of the players decides to try to destroy one. The release of energy blew us and the castle to bits. Fun times there, roll a new character and lets go to a different castle.
"I've seen the 'Exorcist' about a hundred and sixty-seven times, and it keeps getting funnier, every time I see it!”