I suspect that if you have your GPS set on "shortest distance", then you might get sent on some pretty goofy roads. I also have experienced the "shortest time" setting thanks to my navigator who set the GPS. She has a tendency to hit buttons without realizing it. I stick to "most use of Freeways" and generally get good directions. But also remember, it was programmed by a human being and humans make mistakes.
I tell my wife and kids to "use your own brain" too when using a GPS unit. If it doesn't seem right, pull over where it's safe, check ALL the settings, re-enter the information and if it still doesn't seem right try the smart phone or the paper map