I like sandbox games because I'm the type to get invested in an interface and not want to switch. Also, I like seeing the cool possibilities both in game and technologically. I'm not a big fan of repeating stories or gameplay. I do like diving deeper in the same world.
I'll pay more for sandbox games than for other games, because I can do what i want with them. Still not willing to pay a sub for a sandbox MMO, but I'm definitely looking forward to whatever Sony comes up with for Everquest Next and Landmark. Hopefully it's B2P, or its features are adopted by other MMOs. One reason I don't play current sandbox MMOs like Wurm is the skill rust and need to constantly log in or stay updated. I'm not willing to run my schedule around a game. Single player sandboxes like Dwarf Fortress are much better that way.
FearfulSymmetry: Sandbox games drive me mad. I need to have some set goal to work towards, otherwise I get bored or frustrated. I used to play the sims when I was younger, but I could never play it for more than a few hours, because everything would become such a drag. With only personal goals to aspire to, I quickly became bored. So I can understand the appeal, but unfortunately, these kinds of games just aren't for me.
eVinceW21: Why do you require specific direction, though? Why do you need to have someone explicitly tell you "This is what you need to do" ? Why is finding your own goals and objectives less appealing? To me, it's not like those objectives are any less worthwhile just because you're not explicitly directed to pursue them. Especially when the game rewards that sort of initiative.
About the most daunting thing for me in sandbox games is the sheer amount of stuff to do, and that's mostly because I'm horrendously fastidious. I like clean quest logs and objectives wrapped up nicely with neat little bows rather than a backlog of stuff clogging my to-do list. Since sandbox games routinely distract with a ton of objectives so much stuff ends up getting sidelined while more stuff to do piles up. That drives me crazy.
In games like The Sims where you can manage many things at once this can get frantic - but fun too.
I had this problem too. I eventually got over it during a long period where I had no money, no internet at home, and my only games were Dwarf Fortress and Morrowind. I learned to set up specific objectives for myself for each game - this savegame is to complete the story, this one is to make a herd of war elephants, this one for a certain group of guilds and this other game for the opposing set, this one is to learn how magma works (I gave up, now I just use DFHack).
It was an exercise in learning self-organization, really. I worked out how to pick virtual goals, and it improved my ability to pick RL goals. But for people who just want to have fun with games I can see that sandboxes would be intimidating and unfriendly. I simply appreciate being able to choose my own goals for each game. :)
