The Nazgul on horseback, chasing Frodo through the woods, is one of the most intense and threatening scenes in the Fellowship of the Ring, and is all sparked because the hobbits find themselves on the road. Having run into Merry and Pippin, who have been stealing crop from mean Farmer Maggot in the movie, the four hobbits are chased by his dogs off the edge of a steep hill, where they plummet down and hit the ground, landing in a heap on the road. This goes against a very strict warning that Gandalf gave them, but why would staying off the road be so important?
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As Frodo yells “Get off the road!” the very path before them seems to shrink before his eyes, and the sound of the Nazgul comes piercing across the distance as if the Nazgul have suddenly sensed their presence and come flying straight around the corner, when they previously had no idea where to look. The only information that the Ring-wraiths have been able to discern is that the one ring lies in The Shire, and that its bearer goes by the name of Baggins.
But there are very few roads that lead in and out of Hobbiton, which makes the roads the obvious place to start looking. If the enemy can bar the way in or out by covering all of the exits between the 9 of them, especially as they can tap into the powers of the Unseen World, then the four hobbits would have no chance of escaping, and the story would have been over before it had begun.
In fact, Frodo explains this well himself within the books when Pippin says “The country is rough around here, and there are bogs and all kinds of difficulties down in the Marish - I know the land in these parts. If you’re worrying about Black Riders, I can’t see that it is any worse meeting them on a road than in a wood or a field.” and Frodo responds “It is less easy to find people in woods and fields, and if you’re supposed to be on the road, there is some chance that you will be looked on the road and not off it.”
Not only is it harder for the Nazgul to track them if they go an entirely unexpected way, it is also far harder to spot them in general under the cover of brush and trees, than on a flat open road. It is slower to take the beaten path than the smooth road, but the hobbits have the advantage of being small enough to be able to weave in and out of the undergrowth much easier than the cumbersome wraiths, who maneuver on horseback.
This is also the route that Aragorn chooses to take the hobbits in order to get to Rivendell. It is no mere coincidence that Aragorn met Frodo and Sam at the Prancing Pony, he was sent to guide them safely past Weathertop and all the way to the elven kingdom of Imladris, to seek the Council of Elrond, to rest from the dangers of the journey so far, and to decide what should happen to the ring at the Last Homely House.
Aragorn is a skilled ranger, and has spent much of his time learning the wilds so that he can take the less obvious paths and remain concealed from the enemy, and this is the way that he takes the hobbits to avoid further detection from the wraiths, the orcs, or the general spies of the enemy. For unfortunately they are everywhere, especially in the books where it is discovered that men in Bree have been reporting to Saruman, and that spies in the woods may include the birds and beasts, and even possibly the trees may be enemies in the Old Forest.
One of the biggest lessons that can be taken from the trilogy is that war and brute force cannot prevail, even among the strongest army, and that in order to defeat a might foe like Sauron, who has been alive since the earliest ages of the world, the heroes must be clever, and go against his wildest expectations.
That is why they send Frodo and Sam into Mordor alone, against all odds of survival to destroy the ring, because although Boromir’s plan to use the ring against Sauron was the only logical option, it is also the one that Sauron expects, and would therefore lead to the ruin of all. By going to Mount Doom, and by taking the beaten tracks instead of the roads, and by countless other ways throughout the trilogy, the heroes manage to constantly subvert the enemy’s assumptions, and avoid their gaze.
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