So... I don't know what I think about the Third Way. Maybe the idea has been ruined for me because I read Jonah Goldberg's excellent book Liberal Fascism, which pointed out that politically people have created a narrative using a false dichotomy between capitalism and communism, and fascism pretended to be a "third way" while really just being warmed over communism with a few superficial differences. The first cynical wary thought I have when someone proposes a "third way" is that they've created a false dichotomy, by pretending like two endpoints on a spectrum are actually the only places you can be on the spectrum. Therefore, the proposal of a third way is probably neither in good faith, or well conceived to begin with, and really just refers to either the first or second way warmed over with some fancy new jargon and maybe a twist or two.
Of course the railroad or sandbox dichotomy is false. Hardly anyone likes a railroad, and hardly anyone, no matter what they think that they like, can really prosper and have fun in a sandbox. What they really mean is that there is a point on a spectrum as it starts to approach either pole where the players dislike it. Railroady game have moments that frustrate the players because they start to realize that they can't actually impact the course of the game, and they'd be better off reading a Choose Your Own Adventure book or playing a computer game. Sandboxy games have moments that frustrate players because they can't figure out what to do that's interesting, or where the game is, so they'd rather go watch a movie or read a book or whatever.
Most players don't like to be told what to do, but they're also too passive and easy-going to create a game from nothing, which sandboxes require. So neither a "pure" railroad nor a "pure" sandbox are desirable. Everything that is actually playable, by default, is somewhere in between on the spectrum, not a railroad or a sandbox. And yes; some people have different tolerances for what is "too far" along the spectrum. However, I often find that while people describe it in different ways; often in ways that I disagree with and don't like—in reality most well-run and fun games are more similar than not, and the description above isn't all that far from what I do.
I prefer to call my system "narrow-wide-narrow", although I can't remember who of my online D&D acquaintances coined that term; either of the guys who went by the usernames Rel or PirateCat. It was one of the two of them. The idea is that early in a campaign, there needs to be more GM control because the players don't have their feet under them yet. You also need it narrow at the end if you want to bring to a satisfying conclusion with good closure. But in between, you give the PCs their head to pursue things that they want to pursue, in the way and time that they want to pursue it (mostly). That doesn't mean that you don't stop constantly throwing hooks and prompts at them, merely that you take it in stride if they don't immediately and predictably follow them all. In fact, I prefer to deliberately give them more prompts and hooks than they are likely to be able to follow, at least all at once, so that they have to prioritize, make choices, and figure out how to handle all of the things falling apart in their world around them.
Above, he calls this method more like a railroad than like a sandbox, but I disagree. Or rather, I believe that the way that I implement it is more like a sandbox than like a railroad. But maybe it's kind of a moot point. If you throw out hooks, and the PCs react to them in an expected way, is that a railroady or a sandboxy approach? Maybe the difference is in the intent of the GM. I interpret a railroad to be what happens when the GM tries to force the PCs along a desired path. If the GM merely shows them a path and the PCs cheerfully follow it of their own accord, that's not a railroad
Which I guess circles around to my point earlier. Sometimes we get caught up in definitions, semantics, and philosophies and how we describe them, but I think that it's worth noting that regardless of all that noise, most well-run games, with the exception of those that appeal to niche audiences, are much more alike than they are different, and we shouldn't take apparent disagreement over the description of them to mean all that much.
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