I prefer to have a caravan, or a camp that you can customize and hire people to work for you there, or even a ship (or a space ship-spelljammer) like wormerine said than a big keep you have to go back to. I prefer the exploration and wandering the world.
In games like POE and P:K its cool at first to have your big, upgradeable keep and go back to your fortress to see what´s new, but later it becomes a chore to travel to the keep and then go back to adventuring.
