Filing the airways and routes that you can expect from previous clearance or preferred routes also allow better fuel planning and times. If you plan direct, then don't get it you will be burning more gas and taking more time. Plan the longer route, if you get direct fantastic, you will be early, and have extra gas (assuming direct would allow you to land under max landing weight of course!). I can also add in that in the countless times i have flown from my home base airport to visit family,, literally cant even count how many times i've done that route, every time at some point I will ask for direct, sometimes multiple times from various controllers, and still have never gotten it IFR. It all depends on the airspace and congestion of that airspace you are operating around, sometimes you'll get it, sometimes you won't.
^^^^This. And if you interpret the regs (as supported by a few enforcement actions) this is actually required by the "consider possible delays" but in any case it really makes sense if you think about it.
And on a related note, it's important to keep track of your anticipated fuel remaining at arrival. Under VFR you only have to determine that you have the required reserves when you depart, under IFR you must inform ATC (and change your plans) if winds, reroutes, holds, etc. reduce your available fuel to the point where you no longer have the required reserves.
I've flown IFR over or into almost every state and as mentioned already the direct option availability varies considerably with location. Congested areas like the NY-DC corridor rarely allow it nor does most of Florida for different reasons (my all time record for an unfavorable route was crossing Florida E-W where the ATC required route more than doubled the 140nm direct path). I've found that I can often get a direct or nearly direct route through the mountains on the continental divide but I often follow airways there anyway for safety reasons. If a direct route takes you close to or through Class B airspace it's extremely unlikely you will be allowed to fly that. Typically you'll be rerouted or vectored far enough off course to remain several miles outside and/or 1000 ft below the Class B limits.
Also, in many cases you might as well file direct (with enough fuel to handle a significant re-route) through a congested area even though you aren't likely to get it because in many of those places the route you're going to get depends on things you probably can't learn about and no matter what you file you'll get something else that could be completely different. This is true even if you file the same route as you were given between the same two points the day or week before. More than once I've filed what I thought was an acceptable route based on past experience only to get something radically different in the initial clearance and then once airborne get re-routed again on a third path. This is when an iPad with something like Foreflight and at least a simple autopilot comes in rather handy.
A few other issues with filing direct:
1) The AIM recommends that you include at least one waypoint in each center's airspace you're flying through. But unless that fix is a VOR that defines several airways the controller at your departure airport probably won't know where that is and will ask you for your "heading" to said fix.
I comply with this on occasion, especially if there's a VOR that adds little distance to my route and moves my path well away from any Bravo airspace.
2) Technically you are responsible for avoiding any TFRs along your route although ATC will normally assist you with this enroute.
3) Many pilots will insist that you can't file direct to your destination airport without including an IAF for the approach you intend to use. I disagree completely for reasons that include the fact that there's a good chance I won't know with any certainty whether or not an approach will be required and if so which one will be best at the time I file my plan (which could be more than 24 hrs before the actual arrival time). I add the time required to fly the furthest approach that could be required and then often file direct (for the whole flight or last leg) destination. Even in the unlikely event I go NORDO I can legally fly to the airport's location and then proceed to an appropriate IAF and approach of my choosing.
4) It's a bad idea to file
or accept a clearance to any fix that you can't navigate directly to (once in range) with the
working installed and IFR approved equipment in your airplane. This is in violation of the regs but it is commonly done and while I haven't ever heard of anyone getting busted for it I'd avoid it because it could result in you having no legal way to navigate the route.
5) A commonly used shortcut that is legal is an ATC issued clearance to a VOR when you're beyond the service volume and the only GPS you have isn't IFR approved. The key is to request "vectors, direct when able" to the VOR rather than just "direct". You can't legally file this but it its a legal clearance to accept and ATC won't mind at all if you manage to remain on the centerline of the GCR to the distant VOR by following your VFR GPS guidance and monitor the VOR when you get close enough to receive it. Of course this won't work for anything but a VOR (ADF is no longer valid for enroute navigation and four-course ranges are hard to find these days).