Why is there no set path that a scientific experiment must follow?

A scientific experiment MUST follow the scientific method.

The Oxford English Dictionary says that scientific method is: "a method of procedure that has characterized natural science since the 17th century, consisting in systematic observation, measurement, and experiment, and the formulation, testing, and modification of hypotheses."

That really wraps it up nicely:

1. Form a hypothesis

2. Design an experiment to test the hypothesis

3. Perform the experiment; make observations and take measurments

4. Compare the results to the hypothesis

5. Reformulate hypothesis if the results do not bear out said hypothesis

6. Repeat from step 2 with new hypothesis.

Most importantly: the experiment must be able to be reproduced by other researchers. If you do something once and claim it as a new theory but no one else can replicate your results, chances are your experiment was flawed.

As for the actual experiment itself:

If there was only one way to design an experiment, we'd never learn much. For example, if the only way to measure something's depth was to stick a pole into it (as in a river), and this was the only experiment we could come up with, when it came time to measure the depth of the deepest ocean trench we'd be in trouble--where you going to get a pole that long? We have to have creativity and flexibility in designing experiments. What's really important is observing and measuring the results.