One of the main things that makes a Deus Ex game is the nonlinear and multipath approach to level design. Deus Ex: Human Revolution's world is full of extra things to find off the beaten path, and you get experience points that you earn for achieving and finding things. So not only will you be able to upgrade yourself even further through the earning of extra experience points, but you’ll also find more ammo, credits, side quests, etc.
As for missions, there is always more than one way to get to the location you need to go. You can try through the main door, but some obstacles might make it challenging for you, so you might decide to look for other ways such as hacking a back door, reaching a roof access, etc. You need to remember that, depending on your play style, the obvious path is not always the best. The different points of access are not always immediately available to all depending on the augmentations you have or not.
Then, once you successfully infiltrate a given location, navigating it will also let you decide how you approach the challenges. Do you want to fight your way in or do you want to stay out of sight, undetected? Do you want to use your hacking skills to open new opportunities or deal with some neutral non-player character to help you out? So, building your character in the way you want to play will influence the available options.