Most migrating cells extrude their front by the force of actin polymerization. Polymerization requires an initial nucleation step, which is mediated by factors establishing either parallel filaments in the case of filopodia or branched filaments that form the branched lamellipodial network. Branches are considered essential for regular cell motility and are initiated by the Arp2/3 complex, which in turn is activated by nucleation-promoting factors of the WASP and WAVE families. Here we employed rapid amoeboid crawling leukocytes and found that deletion of the WAVE complex eliminated actin branching and thus lamellipodia formation. The cells were left with parallel filaments at the leading edge, which translated, depending on the differentiation status of the cell, into a unipolar pointed cell shape or cells with multiple filopodia. Remarkably, unipolar cells migrated with increased speed and enormous directional persistence, while they were unable to turn towards chemotactic gradients. Cells with multiple filopodia retained chemotactic activity but their migration was progressively impaired with increasing geometrical complexity of the extracellular environment. These findings establish that diversified leading edge protrusions serve as explorative structures while they slow down actual locomotion.