I agree with you on this! I always said that the great thing about Thief is that it seems like the map is designed independently from what you actually have to do, and the game simply drops you into this and tells you to complete some objects by whatever means necessary.
However, linear games can be good, if done well. A lot of linear games seem to suffer the problem of giving either a frustratingly thin path to follow, or in games like Splinter Cell, what you have to do isn't entirely obvious until you've already attempted everything else that the game simply won't let you do. I think linear can be good when you follow the path seamlessly, without really thinking about, the game naturally guides you the way that you need to go.
Half-Life 2 and Portal do this well, and they incorporate all sorts of things like... lighting, sound, characters, dialogue and any sort of narrative to guide you along a certain path. It's interesting hearing how they did this in the developer commentary. A good example is in Portal when they wanted a clear distinction between the tiles you can shoot portals onto and the tiles you can't, so they intentionally gave them a dull surface so that the player would automatically look for the familiar tile to shoot the portal onto. It'd be nice to see Yahtzee do an article on how linear elements are good if done properly.