I am wondering how practical this is.
1) Start a Fortress game. Customize the starting skills to build roads, only. Bring lots of extra material to do so with. Use the maximum size, so the playable area covers the whole tile.
2) Build a road from one side of the tile to the other.
3) Abandon.
4) Start a new fortress game; same as before. Start in neighboring tile. Build road starting at the location opposite where the one in the previous tile left off.
5) Repeat until road connects location A and location B.
6) Start adventurer game.
7) Wander blindly in wilderness until road is found.
Sing "We're off to see the wizard" while following the road to wherever it is you built it to go.
Alternatively: have starting parties specialized for digging, and build multi-tile tunnels through the mountains, complete with occasional stairways to the surface.
This would enable adventurer mode to actually *find* things.
Ideally of course some of this sort of stuff would get generated by the DF engine itself.
Downside: any place where this has been done, a new fortress cannot be started. However, you could always reclaim that tile to do further work on it.
Also, it's a hell of a lot of work. But it would result in actually being able to find one's way in adventurer mode, instead of blindly wandering in the middle of a vast featureless plain.
"For mark! no sooner was I fairly found
Pledged to the plain, after a pace or two,
Than, pausing to throw backward a last view
O'er the safe road, 'twas gone; grey plain all round:
Nothing but plain to the horizon's bound.
I might go on; nought else remained to do."