Sandbox games have been some of the bestselling games of the past decade, just look at the GTA series for an example. The go-anywhere, do-anything freedom of this kind of games seem to have a huge appeal nowadays, and there's even several settings to choose from, from open space (X3-Terran Conflict) to urban settings (GTA: San Andreas) to fantasy settings (TES: Morrowind) so let me ask you these questions three...
What is your favorite sandbox game?
What awesome moments have become lodged in your memory?
Which one was the one that got you hooked? (You always remember your first one, don't you?)
My favs are probably Morrowind, Sacred(which is a steal here on gog, 10$ for original+both expansions) and Fallout. My first one... Does King's Bounty count as sandbox?:P