I am liking this game despite it's graphical issues. Is there a sandbox mode were I can just build an awesome dungeon and kill invading heroes with traps and what not.

DK2 has "My Pet Dungeon". The first one does not afaik.

Dungeon Keeper 2 has 6 "Pet Dungeons", basically 6 different sandbox maps in which you are free to do what you want and can control when/ if heroes invade your dark domain.

If I recall correctly you do get objectives but you can keep on playing after completing them.

Thanks guys! That's what I wanted :D