I'm beginning to suspect that structurally there are only a few different kinds of D&D adventures.
Missions have clearcut goals, and are typically of relatively short duration. I think you see a lot of mission-based modules because the explicit victory condition simplifies the writing process. Classics in the genre include "rescue the princess", "find the macguffin", and "stop the evil overlord's scheme". I used mission-based adventures almost exclusively in my first 3.5 campaign, so I'm planning to go a little lighter on them in my newest venture.
Wander Around And Get Into Trouble is a good option for players who bristle at getting mission assignments from Elminister but lack the foresight to set their own mission goal. But I also think it is a viable adventure type on its own merits, at least if your DM is prepared for the players to go in directions he wasn't expecting. It has been suggested that you either ought to have everything meticulously planned out or be willing to make everything up on the fly. I find both approaches work well together. If you do a good job planning out part of the campaign world, that work will be helpful and informative when the players go off on a tangent.
Beat The Dungeon is a sadly overlooked category these days. You can have dungeon-flavored missions and you can simply wander the dungeons looking for adventure. But Beat the Dungeon is a different beast altogether, demanding that you explore every cranny, defeat every monster, and search for every gold piece. One of the greatest accomplishments of my original game group was when the players beat the Caves of Chaos. Their Expert level PCs returned to the Caves a game-month or two later, just to check for hidden treasures one more time. They were absolutely scandalized that new critters had taken up residence in areas they had cleared. Heh.
Anything I'm missing?
On Gygax Design II
1 hour ago