long and short loading screens. Some MMOs have just one when you log into the game and maybe one or two extra on the rare occasion. A great example of this type of MMO would be World of Warcraft or Lord of the Rings Online where you have your initial load screen and additional loading screens only for specific instanced content (Dungeons, Battlegrounds, etc) or whenever you move between large bodies of land. The other example would be City of Heroes or the recently released Age of Conan. These games contain several loading screens, some examples being first entering the gameworld, whenever you enter or exit building, dying and choosing to revive as a rez point, moving between a zone, etc.
Certain players would contend that they prefer an open world, as that type of experience feels more engrossing to them -- or in other words it helps maintain interest in long play sessions. While other players are willing to forgo such a world for gussied-up graphics, faster combat or some other game enhancement a multi-instance world offers. So which do you prefer: the large-scale worlds or the heavily instanced worlds?