Perhaps the most widely known terms are function-oriented UI and object-oriented UI, where a wizard is a type of a function-oriented, and “normal” GUIs are object-oriented. Personally, I think these terms have been poorly defined, being simultaneously too broad and too narrow. They are also easy to confuse with implementation language.
I have suggested:
Task-centered user interface structure, where each window represents a task, or, if the task is complex, a step in the task. The layout in the window and navigation links between windows represents the task structure –what steps follow what and how tasks can branch and loop. Along with wizards, Microsoft’s Inductive User Interface and many form-type web application user interfaces use task-centered user interface structures.
Object-centered user interface structure, where each window represents one or more object classes, and the layout in the window and navigation links between windows represents the data model –how one class relates to another. For the most part, this is the type of structure used in general-purpose office software, where there’s only one class represented, typically some kind of document. If your application is a collection of record lists, master-detail forms, and/or “properties” windows that the user can “drill down” through, you’re probably making an object-centered structure.
You provide a good summary of the main advantage of object-centered structures. I’ve more on the pros and cons of each, plus methods and issues on combining them in the same app at http://www.zuschlogin.com/?p=3.