In my West Marches game today, the players really took control and directed the game. And I had more laughs during the session that I've had in a while.
First, they debated following up an old rumor or just trying to explore some blank hexes. They decided to explore, but thought they should go back to town first (they had camped at an abandoned elven tree-fort which they reclaimed last session). Back in town, they got a new rumor which intrigued them. After more discussion, they decided to follow up the old rumor after all.
This brought them back to the Caves of Chaos. They cleared out the "Shunned Cave" (the gray oozes had already been destroyed by a previous party, so it was just the owlbear and some random giant rats to deal with). Because of some wounds, they decided to return to town AGAIN.
Then they returned to the Caves and explored the bugbear cave (which one of the players and his daughter, who didn't come today had partially explored before). They did a bit more exploration, managed to weaken the bugbear forces, and freed some prisoners. Thanks to a random comment from one of the players, the captured orcs in the bugbear prison turned out to be some of the orcs they had ransomed and released in the retaking of the elf stronghold in the last session.
They're hoping to sew division among the mysterious Horned Society. Warduke, first leader of the Caves of Chaos, was slain by a previous party, but a new leader is again trying to organize the caves. They also know there are two other Horned Society leaders, Kelek and Lareth. They're name dropping both to try and get the factions in-fighting.
I really like how this current group of players like to play. Makes running the game so much more entertaining for me.