Not sure how that would work, considering how many of the storylines rely on entirely different events happening to set them up........take the Julie route for example. It relies on her mistaking you for her brother's girlfriend, and you NOT correcting her. If you DO tell her, something totally different happens, and that makes sense. Doing everything in one save isn't feasible. Short of time travelling or something............BUT HOW LIKELY IS THAT TO HAPPEN ("gives sideways glance to the dimension jumping genocidal bug").
EDIT: Just considered the possibility that you meant that you thought that the routes aren't already connected? I mean, if that's the case, you can start from the beginning and reach anything that's been done, as far as I know. You just have to click the right choices. And its like Devious Worlds in that those choices might end up with you being somewhere totally bizarre. Like the whole shapeshifting secret agent thing...........