The discussion of GMing styles reminded me of how my style has evolved. Only read if you're interested in such personal history.
Actually, mission-based was actually the way I started, you could fail or succeed, but this was the mission (although objectives could change on the way, and there could be alternate, though tied missions). That was natural to me, since I've been a fan of gamebooks long before I knew about RPGs.
Then I let myself be persuaded by (probably well-intended, but still deficient) advice on Internet that railroading is the supposed mode. Then I discovered illusionism, again by Internet advice (and the GM advice in some books confirmed it). Then, after several years of alternating these two, I almost burned out and left the hobby.
And then I tried something that looked like a sandbox, again inspired by my gamebooks, and what I had come to believe a game should be in order not to cause me burnout. The Internet actually said there's no way it could work, but I figured, what the hell, I'm leaving anyway if it fails.
I almost started a thread about my discovery, but when I mentioned it, some people on RPG.net mentioned they're already playing in this way.
So I began looking for more info, and found such both in the indie community and in the OSR community. Both advices improved my style markedly, I might add:D! Along the way, I discovered and tried some more "narrative" style of running games, too, which don't work well outside of their respective systems.
And now I've decided what doesn't work for me, and I'm happily using everything else. That includes the mission-based approach that I started with.