During the last session of AD&D, the party had a strange encounter: the future version of the party's magic-user, who had traveled back in time to confront one of the antagonistic NPCs the party had run across and had been subsequently defeated and stuck in a stasis tube. After the session was over, the player of the magic-user expressed interest in the "story" that was developing, at least in regards to his growing sense of rivalry with this NPC magic-user. Oddly, meeting his future self, who has become an arch-enemy to this NPC, seems to have sparked an interest in the player to more actively oppose the NPC. Now, this is hopefully the only instance of time travel in my game, lest I end up bringing the kind of cluster fuck ruination to my game that only time travel can bring.
Still, even if we end up with a "story," it will be only because of interests and goals that the players have developed for their characters as a result of a freewheeling play style where I've allowed my group to wander around and do or ignore things as they please. As a result, the events going on are all that much more satisfying and interesting, as opposed to a canned story along which the players are lured.
It's interesting how much my gaming philosophy and DMing style have changed in the past two years. There are "new school" games on my shelf that I'm not even sure I could run "properly" anymore. I tried a sandbox style game with nWoD and it didn't really go anywhere, though there were also other reasons. Still, I'm not sure a game like The Riddle of Steel is compatible with my newly favored play style.
...in other news, I have ordered a copy of The Grinding Gear through Noble Knight Games. I hope it's as good as Death Frost Doom.