What's different from running an AP to, say, running an open, rolling sandbox that could run for much longer?
I've run an AP before so I know I'd have to first 'seed' my setting with notes on people both major and minor to give the group content to play with. But, I'm curious if there's anything inherently different between the two that I should approach completely differently in a more sandbox style of play.
Well, a lot depends on your definition of "sandbox".
In its truest (and most extreme) sense, you'd start the campaign along the lines of "You are gathered around in the town square. The sun is shining, the temperature is 70 degrees (Fahrenheit), and there's a slight breeze. In short, it's a perfect day for adventure. To the east lies the town of Hooks Galore, to the West is the village of Questville, to the North is Adventureland, and to the South is the Sea to the land of Exploration. You also notice a bulletin board in the town square with several advertisements seeking assistance with local problems ranging from banditry, giant rats, and rampaging predators eating livestock. What would you like to do?"
The major difference with the sandbox set up like this is that you really don't know what you'll be running at any given time. That said, there are a lot of things that you can do to be a bit better prepared, even with the sandbox. You can create natural barriers (i.e. seas and mountain ranges) that limit PC movement in the early stages in a natural way. You can also prepare one adventure for each destination that the PCs could end up, or you could even restrict it a little further by allowing the PCs to choose where to go, but in any event, the hooks will be the same.
The choice you end up making will really be dependent upon your players and group dynamics. For instance, with my current group, I've found that they actually don't respond too well to a particularly big sandbox. They tend to run into Analysis Paralysis when presented with too many options. At times, when they are not sure what hook to follow, it helps to sort of give them a kick in the pants so to speak.
If you are used to the AP style though, perhaps a good compromise to get your feet wet would be to look at Kingmaker. It is a big sandbox over the first half of the path while still maintaining an overarching story line. It really helps to highlight that just because you have a sandbox, doesn't mean you can't also have an overarching story. Now, personally, I think the AP as written falls short in a few areas of really hammering the storyline home, but fortunately, the Kingmaker forum offers excellent advice in fixing this problem.
APs are great in that all the info you (usually) need is all right there, bundled up in a beautifully designed package, and most supplements for it are released around when the AP is released as well. All the rules, most of the design notes and everything are done for you.
Sandbox adventures are great too, but require a lot more planning on your part. If you don't want to dedicate time and energy beyond a few minutes, then sandbox adventures can bog down badly. That said, if you can freeform it quickly (like my groups main gm/dm), then you should be fine as well.
Now if you want sandbox and an AP, Kingmaker is great. It's set across four large maps, seeds quests and adventure hooks for you, but it does still anticipate a few things for you, such as thinking that the characters must be at X level before thy get to this area and such. But hey, that should be how a lot of sandbox games are.
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If you're open to using tables and good at vamping content, I'd argue that sanboxes are actually easier to run. An AP can present a lot of info to try and keep straight.
But if you're the sort who wants everything planned out and consistent, then you're looking to be overwhelmed by the sandbox.
Also, ask those same introspective type questions about your group.