Start small, start humble. You can take any above-average module with a setting and some NPCs and use that as your starting point... then you play with it, and see what happens.
The only difference between a sandbox game and a more programmatic game is that every time you see a major fork in the road, you should consider the possibility the PCs may take the road less traveled. The four hour game day is your friend; while PCs can unravel a plot thread in minutes, it often takes them hours to actually do something on their own. Assuming you game once a week, you've got a week to figure out what needs to be worked out in advance. In a lot of ways, it can be a less work than a big story arc, programmatic game because you don't have to examine the different possibilities and keep them on track, you only have to look at the possibilities and figure out what the next session is going to look like.