In jumping into the wider-world of D&D blogging over the past couple of years, I've learned about different DM styles and techniques as well as different gaming styles and techniques and it has given me some perspective on how I run a game.
I think that I run a fairly rail-roady game.
That is to say, I think of some grand scenario before dice are ever rolled - The Necromancer of Diggly Dell is manipulating the Baron Louis Santos to further his plans for world domination.
Then I try to hook the players into the situation. In the above scenario, the actions of Baron Santos would somehow rub the PC's the wrong way and thus they would be set upon the path I had planned.
I would have a clear idea of who the antagonists are, what their goals are, and how they plan to achieve those goals.
During character creation, I would stipulate to my players that whatever kind of character they roll, he/she/it must start the game in the Hamlet of Vollage. While they are there, some bad things happen and the capable PC's are asked/paid/coerced into helping.
The Writings of Uncle Figgy tell us that there are three great motivators: Curiosity, Fear, and Greed.
To involve a player in any Thing, First attempt to pique interest, failing that, make being involved in the Thing mortally preferable to not being involved. Lastly, pay them or otherwise make it financially preferable to be involved with the Thing.
A character not motivated by one of those three things must have a powerful reason for ignoring them. Use that instead.
In this way, any character will take your hook. Gladly.
You will then have certain amount of foresight into their actions and will be able to plan appropriately.
I generally "hold hands" with my players until level 3 or the first Big Bad Thing, whichever comes first. And even after that, I try to avoid character death. In pursuit of that dictum, however, I will not sacrifice logic or common sense.
Beyond this, my players are free to take whatever action they feel, even abandoning the quest wholesale.
This has never once happened.
Your players are playing a role. They should act as they have designed their characters to act. That makes them predictable.
In that predictability, you have the DM's greatest tool. You can virtually predetermine what the characters will do in any given situation because the players have given you full disclosure.
It is when you develop situations that you don't know the answer to that things get very interesting and very fun, because your players will not know the answer either.