I wish I stuck with S.T.A.L.K.E.R. long enough to get to the Chernobyl area. It wasn't a bad game, but I kept getting these side quests to go back almost to the beginning of the map, so it was slow progress and then one day I just didn't pick the game back up and haven't since.
STALKER was definitely a game you really could get lost in -- especially b/c the game's A-Life system often when you kill an enemy when you search a dead enemy, you'll find out their PDA has secret stash location and whatnot. If I recall, a lot of those were "Randomly generated."
Often, defense or assault missions might just randomly pop-up on, as you're entering an area -- you'll run into a shootout b/t two factions and whatnot.
Throw in the fact that the game had all kinds of pre-set quests/missions for the numerous different factions and whatnot, yeah -- you could really got lost in this one even more so.
That's actually one of the things I really loved about this game. It was like a FPS version of Oblivion.
I think it's good that in STALKER: Clear Sky, there will be a "Fast Travel System" so gamers who want to focus on the main quest(s) can actually go through the game without getting lost in other side-stuff.