The Last Express is nice and linear for the first evening, then overwhelmingly open ended for the first day (but the more you play it the better you understand it; your point about time is probably accurate), then I think perfectly linear for night 2 and day 2: linear in such a way that it feels open ended but has the advantage of putting you right into the plot.
Some people say that if you can miss details that will make it difficult to solve puzzles later, but I don't think that's true at all. It is true that you will miss almost certainly miss plot details, particularly on Day 1, and if you don't understand the plot and the characters then you will find the puzzles more difficult. There's really only one puzzle for Day 1, and it involves knowing what other characters want and playing off their expectations.
So do keep at it, Huz! Like a good book or film, putting in some time and effort in the first half will pay off ten-fold later on. And feel free to e-mail me if you want hints!
@Haggis: Yeah I'm looking forward to Strong Bad -- I think I'll play it all as one season package as I do with Sam & Max though.