The hardest quests are when I cannot fast travel to the location, and the only reason I fast-travel is cause I cannot physically make my way there.
I had this same problem when I played Morrowind and Oblivion, but not as much cause Skyrim is a lot more mountainous and hilly than Morrowind or Cyrodiil.
It seems like the game is programmed specifically for the player to remain on the roads at all times. Maybe it is?