Both games do use (or overuse) a quest hub system, where you get quests, go out and complete them, run back to turn in and get more, etc. This never really changes, but it does expand. A few hours into the game, you'll find that you have 3 or 4 quests in each of 3 or 4 zones. Several of those zones will also have sub-quest hubs, where you can get a few more quests. As you get further into the game, this will expand, so that you have 3 or 4 quests in each of a dozen different zones.
Whether or not you have to run back to start after each map depends on how much you stick to the main quest. If you avoid side-quests, there will be a lot of running back and forth, since most quest NPCs will be in your home base. If you do more side-quests, though, you can do to an area, play through the local quests, then use a teleporter to go to the next area, and just wait until later to turn in any quests.
Part of the reason the beginning is so annoying is because they have merged an extended storyline preface with a tutorial, so that you do not unlock the resources of the main town until you reach a certain point in the story. Avoiding spoilers, until you reach Sanctuary the first time, you're still basically playing Chapter 0.
To make this area go more quickly, you may want to get in an MP game. You'll miss a bit of the story, as MP groups tend to move FAST (they're just run & kill groups), but it will get you trough the beginning of the game quickly. For myself, I played my first character to Sanctuary solo, but all other toons I play MP; I know the intro story, and MP lets me push through the beginning in a fraction of the time.
Ultimately, though, Borderlands just won't be for everyone. I used to play a lot of FPS games when I was younger, and a lot of RPGs as well. These days, I'm out of practice for the FPS, and don't have the time to sink into RPGs that I used to, so I have to be a lot more limited in what I play. Borderlands provides a nice side game for me as it reminds me of my FPS days without requiring the same level of player skill, while providing a bit of light RPing for when I just don't have time to play the big ones.
Much as I love Skyrim, for example, there's just no point trying to get into it if I know that I won't be able to play for a month. Jumping into Skyrim for an hour or two doesn't work well, especially if you haven't played for weeks, as it can take that long to remember where you were in the story. With Borderlands, an hour is enough to clear out a zone and complete a few quests, and the story, while interesting, does not really require that you remember what already happened because it relies more on archetypes and standardised formulae.