For Conan, the games I run are basically episodic, though sequential and "relatively" recent from the previous session. E.g., in the current campaign, the PCs started in Koth, going into the southeastern mountains. Then there was some scheduling difficulties, so some of the party's next adventure was days later, in the mountains but closer to Zamora, while one PC had a separate adventure that was in the hills just into Zamora from Koth. Then they went a bit along the Road of Kings, re-met in an interesting fashion, and adventured into the hills in the direct south of Zamora. Next adventure, they will have made it to Arenjun, and will adventure there. After that, they will head south to eastern desert Shem most likely. These are basically wandering adventures, with a bit of motivation here and there for a given situation. But I don't run the BS days/weeks between adventuring, skipping the monotony and going straight for the action.