I think it may be more semi-linear like the FF series. Just move on to higher and higher areas as the story progresses, with little reason to return to lower level areas.
Nah nah, I think it's more likely for a game like this you cannot be a mass murdering psychopath because you are a kid. The only kid allowed to be so sadistic in South Park is Cartman. If you try to outdo him, he'll kill ya.