I really enjoy freedom and I liked HL more than HL2.
A good game that gives you no freedom is CoD4:Modern Warfare. It is because you're just part of a great war, you're not the boss, you're trying to support your members. What the game does great is to show you something new every time. Get the pilot out of the crashed helicopter before the enemy troops kill him (holy crap, Black Hawk Down(tm)!). Fight your way through a bunker to finally stop the nuclear missiles and a third world war...great. The difference to Quake4 is that you have the feeling that although you're just a small wheel in the machine your actions still have an impact on the world. Also CoD4 uses wide areas where you can freely move so it's your choice how to approach the enemy. If you play together with your team mates and use their cross fire as cover the game gets easier - this is cool.

The only thing I didn't like about the game was that although you had plenty of allies there was sometimes no progress whatsoever. Enemies spawn endlessly and if you don't start to try to advance into the enemy area all your comrades will just cover and shoot around (without really hitting the enemies of course)