With that out of the way.
Silva, first of all - perhaps I lashed out too frantically, for which I apologise, but I had seen that shit too much lately on RPG.Net to not bring out one of my cannons.
Now - first of all, you must understand that prebought modules, just like RPGs, are not complete products. They are paints and easels. You as a GM make the initial sketch, but the players colour the painting with their decisions. I hope you will forgive me my pseudopoetical approach, but I like that metaphor. With prebought modules, you always should tailor with them - adjust them to the party, and create conflicts and moments of decisions in them. They can be fine suits, but you will need to tailor the hell out of them.
As for railroads in GMing - that is your duty as a GM to remove them. You need to make the players feel like THEY are the main stars of the evening, the bloody primadonnas, the big damn heroes/investigators/villains...whatever they wish to be.
Of course - being main stars does not mean being the most powerful beings of the game's world. Plenty of movies about Average Joe are a testimony to a fact that it's not needed to be a hero.
How do you do that? It's simple. You open the world for them. Start small - create a city, or a town perhaps, and few hundred miles around them. Put the villages on the map, a swamp and/or a forest perhaps. Some mysterious cursed ruins on an island, that people will warn them about when they ask them. Invent a plot, and imagine how the plot will play out if nobody special intervenes. Then think how to introduce players to that plot - I myself like the way of master Hitchcock, but there are many ways to do that. After the players discovered the intrigue or whatever, do NOT force them to pursue it if they do not desire so - but describe the consequences. If they had stolen a pile of gold from rogue's hideout that was going to be used for bribes necessary to abolish the King, you can be pretty sure that the thieves' guild will come knocking, with crossbows and poisoned daggers, to ask for their payment.
If the players will decide they'd rather take a boat and start living as tobacco farmers in Southamericus (sorry >.>) - fine. Perhaps the thieves' guild will come after them - perhaps not. Perhaps 5 years later. And after all, when they want to acquire tobacco farming land, the problems begin to pile up again - first there's a corrupt magistrate allied with a local tobacco tycoon, then there are rebels trying to secede the country from the Crown, and worst of all, an odd sort of worm seems to be plaguing the tobacco farms, and the only cure for it may be found in ancient ruins of Azteci.
And of course, if the players'd rather just farm tobacco then go adventuring in those damned ruins - then let them. Worms will eat their crops - or perhaps they will not, and there are still many problems that just simple tobacco farmers will face, such as oppression from the Governor's tax - gatherers, bandits, bandit - rebels, opposing farmers, etc. etc.
So what I am trying to say here is simple - just toss the players out into the world. Give them a small clue at first perhaps - like they are all a part of military unit. Nothing more then what's needed to just bind the party at first. But after that? Just release those bloody Huns on your carefully crafted world and story, because, you see - it's not your story. It's theirs, and it's important to know that. Even in Call of Cthulhu or Trail of Cthulhu, or whatever other investigative game you are running, it's their story - if only a story about people who died to cosmic horror with their heads proud, or with heads low. Or perhaps they managed to escape the horror. Or perhaps they will never truly do so, as horror is part of them, in style of Shadow over Innsmouth.
And always, always listen to players' theories, players' input on the world, and players characters' histories - they will be full of NPCs for you.
If you will use Apocalypse World to do this to your players - sure, no problem with that. Just go and have bloody fun. But if someone tells me that I absolutely need AW to deliver this to my players, then I will ridicule such a person.