All of your tracks (and busses) MUST end up at the master bus, but often the route taken can vary from track to track.
For instance, I might route my drum tracks to a drum bus, but I might also route my toms to a tom bus, which in turn gets routed to the drums bus.
This is set via the tracks OUTPUT control - don't confuse this with the SEND
A SEND is used to take a copy of an existing signal, route it to a bus where further processing is applied to it, e.g. a reverb or delay. This signal is then blended in with the raw tracks
Sane with vocals. I might route my lead vocal tracks to a vocal bus, then route my backup vox to another vox backup bus. This bus then could get routed to either the main vocal bus or straight to the master, depending on what I want to do with the combined tracks.
Just make sure nothing is routed directly to your interface/soundcard.