VII opens up several times (when you have the bronco, whenever you have the highwind/prior to the raid on midgar, and much earlier than those if you invest time in chocobo breeding/racing), VIII is fairly open the whole time, and IX opens up if you're willing to invest an obnoxious amount of time in a sidequest (chocobo hot/cold). you can never go literally anywhere but you can access much larger portions of the world than is entirely obvious in all of them. X and XIII are substantially different in this regard.