Do you find it best to set out on your own and face come what may? Or do you use some kind of system and guide?

Guides are for milk-drinkers.

I generally have an idea as to where my character's going, then act accordingly. But sometimes I do just wander off in a random direction and see where it takes me

If it starts to annoy me, I'll look it up. Otherwise, just come what may.

It depends if I have made a decision on how my character will end up, sometimes its just fun to let loose and travel around.

If you mean referrring to an actual guide - yes, but only for bug-checking. I hate spoilers or knowing what to expect so its atypical for me to use a guide for progression purposes. Its basically, come whatever may I guess.