The phrase to go down that road, to go down that path or to go down that route mean to decide to do something in a particular way or to choose a plan of action. If you 'go down that path/road/route' it means to take a particular course or direction in something. 

1. A lot of people Kyle grew up with ended up getting involved in petty crimes. He could have gone down that path too but instead chose to focus on his education.
2. If the surgery doesn't work we may have to try chemotherapy but hopefully, we won't have to go down that path.

1. We've already tried taking a hard line approach to the negotiations and it didn't work, so there's no point going down that road again. Let's pursue another avenue instead.
2. We can always sell the business if necessary, but before we go down that route we should make every possible effort to turn things around.