It also really depends on the game genre and environment. For example you can use the environments props to show the correct path. A simple example is to use blood splatter to show where the person you are following are. It all depends on what the player actually needs to do. Some games uses colors, others uses lights to indicate the right way, others uses sounds to lure player towards the place you want them to do. I like those solutions much better then having a line showing you where to go. As Rhynedahll indicated, the handholding in current games is getting too much, people don’t SEE where they are anymore, they only look for the blinking light or minimap to get them somewhere. I think that games should rather teach the player to play attention to where they are.
But it’s all up to what you are making, what the target group is.