Playing a character who HAS to give in to their Compels could make for interesting roleplay as well. How far out of your way will your Sidhe warrior go out of his way to avoid being asked something thrice? Or what if your White Court vampire has sworn to avoid feeding on a member of the Catholic Clergy, but he's just fought a devastating battle to save a classroom full of catholic schoolchildren? Will you then break the vow and feed on the Sister responsible for them, or will you sate your hunger on an innocent child? Or would you find some other way to feed, while still obeying your compulsion not to feed on a nun?
It's not the style of game for everyone, and it's sure to garner cries of "toot toot, railroad!" from some, but it provides a challenge that some people would find even more fun than free will.