The whole key on running sandbox games is to provide a set of options for the characters to choose from, and be ready to improvise a lot when they surprise you, THEN flesh out things between session when they turn left instead of the right you had wanted. I've been running a mostly sandbox game for over a year now (weekly 3-4 hours games) similar to Kingdom-Builder in style, custom world. There are overlaying plots going on, but if they go elsewhere, it just means a couple nights of plot writing between sessions.
The thing about sandbox games, it to plan things to happen where location doesn't really matter. That way, if they take the north valley instead of the south one, you can still use what is planned. Short form, sandbox sometimes takes more planning then an planned adventure.