Honestly, Extrakun, I would love to play with your team, or DM them!
Most people who start off playing tend to be the 'kick-in-the-door' types that get a little old after a while. You would think that the Barbarian would blow out his knee after a few castles and dungeons (and I've kicked in doors in real life, it gets old after you're hobbling around with a slightly fractured foot). I've always credited my players with the use of crativity, flair, and intelligence. Normally, you're lucky if you've got a player or two who generally, as oppose to occasionally, think outside the box. You sound more like the meatshield kind of guy; nothing wrong with that. But the simple idea is to have fun! If your players are enjoying themselves, and they are 'accomplishing' what you wanted them to do (albeit in unusualy ways) then you are a success story.
I never really agree with DM's 'limiting' players, but DM's are forever trying to keep players on course. The better you can wing it, the easier it is. You can change a cyrpt into a house, or a dungeon into a castle on the fly without changing much; is it so hard that you can't wing this, too? So your players whip out the 'USS Lets-Make-Some-$#!t-Up' card. Congratulate them. That's generally what makes good movies, books, TV shows, and stories. Don't be afraid to return the favor at times, though. They go to the local lord for help? Have a local lord bring out a milita against them! Or throw out something that makes it rather implausible. I had a villain seriously run away in the first evermade blimp, negating my party's lack of a magic-user. They literally had to stand there stupidly as the villain got away, laughing maniacally. The rest of the story was them trying to reinvent a skyboat to chase him... which wasn't at all where the story was suppose to go, but ended up being a rather epic quest as it boiled down into a medieval space race. (The answer? Enchanted brooms, really large kites, and one very pissed-off sorcerer)
Rule #1: Be flexible.
When I DM, I bend rules. Sometimes beyond the point of breaking. I've saved my team from a TPK by making them all unconscious, captured by a Dread Necromancer, and having to wake up stark naked in seperate cells. As one of the PCs pointed out 'well, at least we infiltrated the crypt...' and made it even harder for them, as they had to escape and fight with no weapons or armor. If they hit a slump (or a lucky streak) boons and curses could and did happen (as my NPC was the Goddess of Luck). If they needed steering, I tailored the game in a way that I knew they would take the bait (like something shiny) and if it was getting too far off course, I would dump a traveling merchant who would be all to willing to hire extra muscle that would just happen to be going the direction that they needed to be (face it, we've all gotten bogged down, lost, confused, and forgetful).
I think your players are being rather heroic, if not meatshields and tanks. There's nothing wrong with that. If you want to discourage such things, have it not work out in their favor (riddles and traps work great). What if the local lord wants to be paid to do it, as he doesn't want to work on rumors? What if the bandits in question are actually Robin Hood and his Merry Band, and its probably better that you didn't slaughter them all. Make a damsel in distress a wicked witch. Make a troll a prince cursed with trollism. If you players don't know your fudging the chips your/their way, but you do it for the sakes of making the game harder/more entertaining/better, they'll probably appreciate what you do, and even listen to suggestions.
Rule #2: Just because you're the DM, doesn't mean you're running the game.