TM II, TM Zero and AFAIK TM I all have a structure vaguely akin to Super Mario Bros. 3. The game world is broken down into several kingdoms - usually seven in TM's case. In every kingdom, there will be a sort of "final castle" where a big bad boss lives at the end of a difficult area. You can often see this castle as soon as you enter the kingdom. However, before entering the "final castle", you have to wander around a map to explore lesser dungeons and funky surprises. Eventually, after gaining access to the "final castle", beating the boss, and saving the kingdom, you quickly advance to the next kingdom to do the same thing.
Kabukiden doesn't really do this at all, though.