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I have been watching alot of Overlord and love the idea of a game that is just all exploration and that I will introduce plot points and challenges as they gather resources, and build up their home base. I was wondering if anyone had advice, if they had done anything like that before, or just any thoughts they would have about it. It would have alot of player input where they would have the chance to design the NPC who would eventually come to serve at the base. Any thoughts?
I would take a look at the D30 Sandbox Companion. Although it is technically for OSR/early D&D clones, the mechanics are close enough to PF for government work, and there's no more comprehensive sandbox supplement available anywhere.
My brother customized a ruleset from the Kingmaker campaign setting, he calls is Village Maker. I played in a game he DM'd with it, and he's run at least one (maybe two?) other games with the rules.
As for sandboxing a world, might I suggest reading up on The Angry DM's Slaughterhouse (link) idea.
Build the world more as you go, and take notes of what's already made. If the PCs start in a town, make it big enough for them to explore and find something to do in, but not to big that they cant get from one end to another in a session. Also, don't build everything in the city before the party begins to explore; just make some large factions, major plot hooks into a smaller quest line for the party, and the general district layouts (rich district, port district, etc.). When they get to exploring, streamline the process of exploration but still be vivid with your descriptions (a forest can be lively or seemingly void; a desert could be harshly dry or arid when there is an oasis nearby), kingmaker does this well and its rules are on the srd. Can you explain a little more of what you mean by "home base."
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What someone should do is adapt the procedural generation aspect of Stars Without Number to a fantasy setting.
That way a gaming group could start from scratch, build out a whole world, and adventure in it with almost no setup time overhead.