I only noticed them about a month after I started playing, and I almost never follow them because they're ALL WRONG.
I've also sent in trivial bugfix reports to Massive over using "European-isms" on American signs (like "A&E" instead of "ER" when referring to part of a hospital).
I treated them like I did the path finding to get to missions in the LZ. Sure I could stick to the route you have planned but too often it leads me to the wrong area, wrong side of a building and so on. This is really obvious if you are leveling a new character and by now know the map.