I could swear this was posted somewhere, but I couldn't find it...
To help exploration, most big cities should have roads between them. Walking on these roads would take much less time than through nature, making you hungry slower. You could also have a chance of encountering caravans while walking on them, allowing you to buy or sell wares, hitchhike or rob them. Of course, there would still be some remote villages disconnected from the rest of the world.
Of course, wherever caravan roads are, there may be bandits lying in ambush as well... ;)
Caravans could sometimes be of a particular race with goods and wares which fit their flavor. At night, they might be relaxing by their fire, willing to trade stories and gear. Maybe even train certain skills, exactly which ones would depend on their race.
I would love to see this. As far as I can tell, one my biggest problems in surviving early levels (besides getting trapped by a five-headed hydra (or similarly difficult monster) on level 1 of a dungeon while I'm also less than level 3) is having money to buy food. Since we only get two stores in Terinyo, and I've only ever found one other accessible town, way over on the south side of the mountains (which only had one store, if I remember correctly), I can't sell the majority of the extra equipment I find in the dungeons.
Well, realistically, if there was a road cutting through a bumpy area, I guess it would help with energy consumption, so to some extent it would make sense. Maybe you could even pay to hitch rides to places the caravans go to?