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I'm going to repost something that I posted to the gamerlife thread, because I think it applies here and post got lost a bit on the other forum:
If you want to experience an example of what a largely improvised, open-world, sandbox style game is, go here:
I ran this game for three years (60-odd sessions, ultimately. Party went from level 1 to level 13. We may go back to it again.) You can listen to the podcast, you can read the adventure log, and you can look at the wiki which was built up slowly over those three years (Thank you, Obsidian Portal!)
Here are what I think were the salient lessons of that campaign:
1) My first question to the players when a new character was coming in was always "What are your goals?" I also asked this to the players as a group at the beginning, and from time to time afterwards. I made it clear that if there was a particular kind of plot or adventure they were interested in, all they had to do was let me know and I would throw options at them. This approach had mixed results, but overall it was positive.
2) Not every player will care about the plot, no matter WHAT the plot is. Some players made interesting backstories, gave their characters concrete goals, and pursued those goals independent of whatever adventure hooks I threw their way. Other players left their character's motivations and backstories vague or nonexistent. I had one player create a beleaguered wizard who had a year and a day to pay back a massive debt. I had one player literally tell me "I just want to roll d20s." Guess which character got more plot development? And that was just fine. So a couple of player characters ended up driving most of the story and the others were mostly just along for the ride. Everyone seemed happy with that arrangement.
3) Even when the characters had poorly defined goals, I threw bits of plot at them and gave them the option to either take it or reject it. Old relatives showed up. One character accidentally got involved in a prophecy that went in a very strange direction. One character actually met his patron deity and got officially doomed. Some of the complications went nowhere, but some of them inspired character development and created new plots.
4) Steal steal steal. I adapted lots of material from elsewhere. The geography was all based on the eastern US. The various political conflicts adapted from history. NPCs based on my poor impressions of actors in films I had seen. Entire plots lifted from TV shows and books I had read. I adapted a first edition D&D dungeon crawl as a sort of capstone event for the campaign.
5) Every so often I would end a session at a decision point and I would put it to the players: "Are you going to go north following the trasure map? Or are you going South to fight in the war? Or is there something else you'd rather do? your answer will determine what I prepare for next week." It helped a lot. As long as I made sure that the party had chosen themselves to go down a particular path, I could be pretty certain they would follow that path to the "end" of that particular plot thread, and I could prepare some things ahead of time.
6) For an improvised campaign, I still had to do a lot of prep. It was mostly statting out opponents and designing set-piece encounters. Occasionally the party would zig when I thought they were going to zag, but if that happened I would put away my prep work to recycle in some other area later on.
7) Every once in a while I would throw something random in and see what the players made of it. Sometimes, in trying to figure it out, they gave me ideas that were better than my original notions and they unknowingly helped me develop new plot threads.
8) Finally, I frequently designed encounters without bothering to design a "way out" or a "path to victory". They had more collective brainpower than me. I trusted the fact that if I got them in trouble, they could get themselves out by thinking of something creative.
That's probably more of an answer than was wanted, so I'll stop there. I hope it helps!
One of the best suggestions I've seen on these boards is about sandbox games. It went something like: The best way to be spontaneous is to prepare it in advance.
Your players will want to know the name of the Innkeeper you just thought up, especially if they weren't intended to go into the Inn to begin with. So have a brief list of appropriate names you can fall back on if your imagination fails you. Similarly a few cards with pre-statted generic NPCs of appropriate level (Level 5 Soldiers to act a town watch etc) can go a long way when the party get into a brawl, or need help from the watch against invaders etc.
Bit of a thread res here but I just noticed it. All of the advice here is solid. I'd also add charts. Lots of charts. Random monster tables; rumor generators; weather events. All of these, though random, will add a depth to your game area.
Abulafia is a good place to start though there are many others. Raging Swan Press also has many GM aides to help out with this regard. I'm sure there's lots of other links out there as well that I'm just blanking on.
I'm currently running a sandbox but there's also a giant megadungeon which is broken into a dozen smaller "zones" but still very sandboxy in itself. My players are literally free to roam anywhere; I've placed no physical, social or legal restrictions on their PCs to hold them to the game area. So far they've taken on a couple missions, explored the first few rooms of 2 zones of the megadungeon and are generally having a good time. Outside of NPC notes, some outlines and the random tables I'm using I don't really have much of a "campaign book" to go from.
For example, one of the PCs wrote a backstory where his dad was killed by kobolds and mercenaries so they could take his dad's magic anvil. Obviously he wanted to get it back. I had described one of the zones of the megadungeon as being a dwarven hall controlled by an old mercenary, so I just added a thread saying this guy was the merc that worked with the kobolds to murder his dad.
Later, in their first foray into the dungeons one of the loot piles had a masterwork sword, but it was of kobold make. My player started asking out loud "how would kobolds make such a decent weapon?" Then he inspected it closely, looking for any markings he might recognize. I ran with it and said he could tell that the blade had been hammered on his father's anvil.
Suddenly this guy had a reason to hate these kobolds even more. I hadn't planned on that plotline, it just materialized. That player went on to make a point of checking other swords in the markets being sold after adventurers came back from the dungeon, looking for other blades and other info.
I guess the point is that sandbox games are very player-driven. Yes, you as the GM make up the major points or connect the minor ones, but overall your players should inform the plot as much as you do. Players make some amazing leaps of logic; the key is to react to them and incorporate their input as seamlessly as you can.