Being a DM is a tough gig. It requires a lot of extra "work" on your part.
Tailor the quests/storyline to the PCs classes - also don't forget to play to their alignments. This usually makes the PCs WANT to do whatever it is you are planning.
Do your best to populate the region that the PCs are in, makes it easier to ad lib when the characters go off on an unforseen tangent.
Sometimes you have to use the "carrot-on-a-stick" method to get the characters to play into your plot hooks. If the quest revolves around a town in trouble, just have the heroes assaulted by masses of people looking for help.
If one of you PCs classes are religious, just use the divine method - a priest/vision can help move a story along well enough. Heck you could even have the PCs get forced to do a couple quests - this requires leverage (kidnapped friend/family member/ etc)
I currently have a group of PCs trudging through the underdark and seemingly endless tunnels (lots of work - and LOTS of random encounters). I through in a bunch of different quest points throughout the tunnels, including towns/guard posts in distress, and other such random quests.
It really depends on how important a main campaign course is to you. You can do anything, you are the DM. Don't forget that.
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