In most MMOs, there's no easy way to determine what hoop you have to jump through to get a particular reward, beyond the simple "get more powerful by whacking foozles". So if you want to know more details, you go to an external website -- probably fan-run, probably inaccurate, definitely full of idiotic comments from people you wouldn't want to meet online, let alone in real life. Jeff thinks MMOs should be less opaque. I tend to agree; it detracts a little from the virtual-world aspect of the MMO, but frankly the virtual-world crew should take their bearded heads out of their butts more often than they do and smell the GAMES SHOULD BE FUN coffee. Also, I should continue to mix metaphors with abandon.
My current honeymoon game (we're still seeing each other almost every night! I'm level 13!) is Guild Wars, and guild wars gets it almost right in this regard. I know, generally speaking, where I have to go next, and what I'm going to have to do to get there, and what my rewards will be; I've only really looked for outside information twice. One of those times was because I couldn't remember where the guy I'd gotten the quest was, and the other was because I was at work and bored and wanted my Guild Wars fix.