Disclaimer: As always, make sure you and your players are on the same page in what you want from the game. There is a tool here to help with that. You should use it or something like it before you try to change yourself, in case what you really need is a different game.
Now, assuming you want to adjust your GM skills in the direction your players favor, there's a couple of elements that may help you loosen up a bit:
As you've noted in your question, players almost never approach a problem in the way you think they will. If you're not a brilliant ad-libber, this can lead to a heavy-handed GM style to keep the game "on track" and the campaign from collapsing into incoherency. Of course then the players feel like their choices either don't matter, or are getting over-ruled. They feel like the game is on "rails"; they can't change it's direction. You'll also find that your hooks and clues sail right over their heads and you have to spoon-feed information to them when they miss it in the game. This is frustrating for you and often condescending and insulting to them, even when you don't mean it to be.
Here are a few tools/techniques that can help you change the way you craft your adventures, both from the perspective of how you envision the storyline, and mechanically how you lay out information for them to discover. I have found that they can give you a better foundation to react smoothly to unexpected player zigs.
Focus On What's Important
For small divergences, where they do something you aren't prepared for that clashes with your planned storyline, consider whether the result in question is really critical to the greater narrative. For instance, let's say you envisioned that a particular henchman of your Big Bad Villain would escape your heroes, shouting a cryptic message as he flees, which they would then use to track to the next hook in your campaign. Unfortunately, they have a clever idea, or a lucky roll, and if you don't intervene with your DM powers, the henchman will get taken out, ruining your plot flow.
Try to separate the key element for going forward from the unnecessary specifics you have in mind. It's tough, because often you have to be strong enough to let go of a "really cool scene" idea and let something less cool happen, but don't confuse cool with necessary. In this hypothetical case, the only truly necessary bit is getting the cryptic message to them. Since he didn't escape, I can get the info to them as his dying whisper to them, or the barely legible bits on a blood soaked parchment in his breast pocket, or any number of other ways.
Let Them Be Awesome
Another common clash in which the GM may be tempted to use their powers to intervene (and piss off their players) is the unexpected victory. You set up a cool "boss" encounter that is supposed to really challenge the team, or a terrible monster that should force them to flee, and they kick butt instead. Again here you have the sobering responsibility as GM to (in some cases) let the story go their way and sideline your carefully prepared ending. Although you spend a lot of time as "the enemy" because you control all the opposition forces in their world, never forget that these are your heroes. Sometimes it's OK to let them have a grand and easy victory in an unexpected case. Players love to tell stories about how they thoroughly trounced a Big Bad, especially if they did it in some clever or really lucky way. Try to make sure your storylines don't have any single points of failure, so that you have the option to let them have an unexpected victory without rendering the rest of your prepared material useless. (The adventure design techniques I linked to above can help with that.)