How about a dungeon with a tunnel reaching across an entire continent and emerging in another dungeon or sewer complex beneath a city? So, you can do the overland travel routine, OR you can gear and supply up and head down into the "Underdark". That would cool. Could have a few twisting tunnels for folks to get lost in as well.
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AN' DERE AIN'T NO SUCH FING AS ENUFF DAKKA, YA GROT! Enuff'z more than ya got an' less than too much an' there ain't no such fing as too much dakka. Say dere is, and me Squiggoff'z eatin' tonight!
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Another example that might be acceptable:
Jaggedpine Forest -> west end of North Karana (quicker way to get to North Karana or east of there if you're near Surefall Glade or otherwise near enough to Jaggedpine Forest. (but risky for new players too)
Non-linear links between zones may work, but I can't help but feel they'd just end up trivializing travel. Teleportation does too. I don't like any of it, but if I HAD to choose a fast travel system it'd be an expanded form of the bind system Everquest used. More binds (in Everquest non-casters only had 1), the capacity to choose which bind you respawn at, more bind locations, less restrictions on melee classes, bind potions (for setting a bind), and an ability with a cooldown (maybe 24 hours) to recall to a bind. I'd also wnat to make sure there were lots of outposts and services supplied to players so they could do most (maybe not all) of the things htey need to do to stay sustainable while adventuring. For example, merchants for selling/buying and bankers. I remember in Everquest one of hte critical thigns to do was to sell to reduce your weight (and make room in inventory) and possibly to buy efficient items to get rid of too much coin, as well as getting food so you could regen properly. It was very much a metagame to get it right and I enjoyed the exploration aspect.
(One of the nice things about Everquests bind system was you had to go somewhere first before you could respawn there. BUT I'm open to the idea of Wizards having a spell to allow players to share binds.)
Everquest was HARD in many ways, but I still believe tha'ts what made it special. If you trivialize it, you cut out a big part of its heart. And while I understand Pantheon will be somewhat less HARD--just for the fact many of those interested in it are EQ veterans with many more responsibilities than back then--it doesn't mean Pantheon is going to be mainstream either.
https://forums.mmorpg.com/discussion/475905/who-can-relate-what-hard-is-to-me-in-mmorpgs#latest
Even player cities could exist under ground. Very cool idea! I can't remember seeing it anywhere in any MMO before. (Unless we call Guk an underground city, which it actually was, only just for npcs.) Then it's been made before.