But, RC, assume for a second that everyone is playing nice. So, you have five separate, mutually exclusive (in the sense that one does not in any way impact the other) goals at the table.
This is where you run into problems. Why are the goals mutually exclusive?
Part of setting up a sandbox game, IMHO anyway, is ensuring that things are interconnected. When you pull a string over here, it moves a widget over there.
Let's use Sammael's players as an example, since he's been so kind as to give us a quick rundown:
Sammael said:
Player 1 (half-elf bard) - started the campaign without any goals whatsoever (other than classic bardic "I want to be a superstar" type of thing); recently, thanks to two events that occurred in the campaign, he decided to define two primary goals - finding his elven father (of whom he knows very little) and discovering more about his elven heritage.
Player 2 (gnome mage) - started the campaign without any goals, still has no specific goals; short-term goals involve coming up with new inventions. Wants to see where the story will go.
Player 3 (half-elf druid, new player) - started the campaign without any goals, specific goals now include getting in touch with her spiritual nature, learning to dreamwalk, and stuff like that. Nothing that would help drive the campaign in any particular direction.
Player 4 (half-orc fighter) - started the campaign without any goals, still has no specific goals (other than breaking racial stereotypes about dumb and aggressive half-orcs).
Player 1 wants to find his father and learn more about elves.
Player 2 wants to invent stuff and see where the story goes.
Player 3 wants to explore her spiritual nature and learn to dreamwalk.
Player 4 wants to break half-orc stereotypes.
Only Player 1's goal requires him to go to anywhere specific -- wherever his father is, wherever elves are, wherever clues are. Player 2 will want downtime, so as to invent things. Player 3 will also want downtime for reflection, will probably want to investigate spiritual sites, and will want to locate those who can dreamwalk. Player 3 would probably appreciate some dream sequences, or even an adventure on the Plane of Dreams. Player 4 can go anywhere, so long as he can be cultured, thoughtful, and nice.
So, within the sandbox, Player 1 wants to head toward the Elven Wood. The others have no reason not to go along. As they do so, the DM seeds hooks about elven spirituality (which Player 3 will appreciate), has encounters where the half-orc is initially viewed as nasty and brutish, and perhaps changes some opinions (which Player 4 will appreciate). Player 2 wants to see where the story goes.
Later, other plot hooks and adventure seeds take the group to Big City, where Player 2 purchases and stocks a lab for inventing things. This seriously cuts into his funds, so he asks the group to follow up on a treasure map they found earlier.
Meanwhile, Player 3's investigations in dreamwalking have taken a sinister turn, as another dreamwalker begins stalking her. Following the treasure map twines two "adventures"; one when the PCs are sleeping, another when they are awake.
Etc., etc., etc.
RC