Yeah, you could always use the Guidebot, and you had a list and description of all the objectives in the automap/HUD screen. The only puzzle I remember being confused by was the priest icon maze in level 6, and I figured that out after a while.
D3 actually feels like a modern FPS because of this variety in levels and objectives, and would stack up very well against any game today in that respect. D2 is very good but definitely feels like a product of its times, coming from the early days of 3D games when generic levels and simple objectives were the norm. In fact, many of the best D2 level designers tried to do something different than the keys-reactor-exit routine within the (very limited) framework of the engine. D2X-XL is now giving designers some more options.