Playing off a different fairway?

When playing a hole, I usually choose a massivley different line to get to the green than my playing partners. 

They go straight down the fairway of the hole we are playing, whereas I see a better line to the flag from the fairway on the next hole, or one that is adjacent.  It usually takes me closer to hazards, but is more risky better reward and usually pays off.

But I was thinking recently that this would be classed as going out of bounds, or even cheating, but have never been pulled up about it.

Which is it?

Unless there are white stakes marking it as out of bounds, then it is up to you how you get to the hole.  The game is difficult enough and thinking your way to the hole is the best way to take shots off your card.  It's definitly not cheating and I've seen pros do it. 

I quite often do it, although rarely on purpose!  It's just that if I've paid £25 for a round I want to see as much of the course as possible!