Need to know if I'm running my game right. Help?

I've been running a D&D campaign for a few weeks now and the players say it's fun and its fun for me the tell the story. The only concern I have is that I give my players some freedom to end up at the ending location in there own way. Now sometimes this works beautifully and other times it takes them forever to get the end which. Is it good that i give them freedom or should I 'choke up on the leash' a little? Please help me if you could. Thanks