As a DM I've tried a number of different approaches to both writing and running adventures, but they've always fallen into one of two camps, the LINEAR or the TIMELINE based adventure.
In a LINEAR adventure the PCs go from location to location (or scene to scene), the EVENTS happen solely within their timeline. This is how most dungeon crawls are written, the party blunder into room 5 and trigger the goblin attack which they either deal with or don't, then it's off to the next room or location and so on until they end up defeating the evil archmage and rescuing the princess / orb of jozitzky (delete as applicable). From a DMs perspective these are easy to write and to run as the PCs do most of the work of choosing which path through the adventure they take. However, depending on how immersed they are in the adventure, the PCs can sometimes detect the guiding hand of the DM which often led to player apathy and sometimes even rebellion. They can also feel a little formulaic (not that there's anything wrong with dungeon bashing) if that's all the DM has in their arsenal.
In a TIMELINE adventure the PCs wander from location to location but EVENTS have a life of their own and can be triggered by the PCs, NPCs or other EVENTS. Often these are decided by a game TIMELINE, for example; at noon a fight breaks out in the marketplace, by 1pm the marketplace is cordoned off by the local sheriff, by 1:30 the aggrieved parties have been carted off to the local gaol, by dawn they are all executed. As DM you need to be aware of where the PCs are in relation to the EVENTS and any travelling time it might take them to get there, the time it takes for players to deal with an EVENT and argue about what to do next etc. These are, on the whole, much more of a challenge to write and to DM but often more rewarding for players and DM alike for a number of reasons.
I find that some settings naturally lend themselves to TIMELINES. Of particular note are Judge Dredd and Cyberpunk, both of which are set in an urban sprawl:
Judge Dredd: The adventure timeline is usually crafted around a single perp's attempts at either committing a number of minor crimes escalating in scale and severity which (if the PCs follow the clues) will end up in a final showdown or one big crime and then the perp tries to cover their tracks. When I write my own adventures I pepper the timeline with lots of other events so the players have to decide which crimes are linked together in order to decide what to react to. The fact that the PCs are often street judges on patrol (but in constant communication with Justice Central) helps with the planning the events in a more linear way and allows you to communicate alerts and demand responses from the PCs to things that they hear on their radios.
Cyberpunk: The adventure timeline is usually crafted around the nefarious actions of a corporation or some other organisation. The PCs interact with these events through various intermediaries or connections and may end up either working for or against the organisation at the heart of the plot. PCs are usually updated throughout the game with regular screamsheets and media broadcasts giving the players a sense of their insignificance in the world and (as I like to do) coverage of the effects of their actions from the opposite perspective. The job for the PCs is to work out where they fit into all this and if they can or even should put a stop to it.