First, lineage and style are important because we have to start somewhere. Not being in the position to sit at the feet of Patanjali, The Buddha, O'Sensei, Chen Fake, Yang LuChan, Laozi, and whoever, whoever, blah blah blah, we have to start somewhere. That somewhere is usually the local dojo or yoga studio in the suburban strip mall, or maybe with a community mindfulness group or a martial arts club in school. We do that because it is there and that is what we want/need. Over time many of us land in a practice with a full-fledged lineage that traces back to someone historically important, and typically presented as supernormal. That's also the way it is and still a good thing because it is within the confines of lineage that the arts are developed and preserved. Many of the practices that I have been interested in are deep, intricate, and involved practices that are well-designed and take a lifetime to master--if mastery is even possible. To learn these, appreciate them and grow with them, tradition and lineage are crucial because they keep all the necessary components in the same container, a toolbox, so we have a place to go to get more as we progress.
But you will also notice that there are always those who want to paint outside the lines, to do their own thing. In fact, the most important people in history were not those interested in idolizing and preserving tradition and lineage. The real movers and shakers are those who are not satisfied with the way things are, who feel motivated to find new and better ways to do things. In fact, these very people will be the first to tell you that you too should explore, experiment, create. Take what you have and feel free to create something new. Which inevitably begs the question, what about the necessary discipline and rich resources of the "toolbox"; do we then disregard tradition and lineage?
For me, the answer to the above is no. And yes. To master any discipline we need to understand the whole package, we need a toolbox. So working within a particular style, within the confines of lineage is good. Idolizing or deifying any given lineage or the masters or even the founder of any lineage is not so good in my opinion. Pretending the practice was not created by mere humans, turning the line of historical "masters" into demigods, is a fools game. Being so committed to a style that one doesn't even consider leaving the temple to see what's outside the door or inside the door of a completely different temple, is not so good. A disciple is one thing, an automaton is something else altogether. Yes, having a teacher, a lineage to draw from will help us to approach mastery. And I think we should stay focused within the confines of any system at least until we gain some competence, providing the system really speaks to us. However, an open and inquiring mind is crucial to real personal growth. It is also good to be curious of other systems, to cross-train, to be open to what may be considered "wrong" or "competitive" by those within one's style. At a certain point, one may find it necessary to cut an individual path, to take what works and leave what doesn't.
To clarify, I completely and totally respect my my teachers, the lineages from which I have learned the arts I practice. I love these people and there truly is no limit to my love and respect for them. I am indebted to them. However, I am not enslaved nor would they want me to be. In fact, my teachers are innovators, as were their teachers. They are deeply respectful of the lineage that proceeded them, but are open-minded enough to adapt to the paths that their individual lives have taken. In the end, if we are talking about martial, meditative, healing, or physical fitness practices, they were all created--and modified--by other human beings, not deities. There are thousands of paths and variations of paths because in reality none of them are perfect. There is no one way for all people. I would go further and say, there is no one way for any person because none of us are static. We change. So too should our paths. As in all cases, the best advice is the hardest advice. To that end I think Krishnamurti sums it up better than anyone: "Truth is a pathless land." And if we are to venture into a land with no path, we must indeed go boldly and bravely. But it is the only way to really find that for which we search.