I like the players who treat my world like a sandbox. I enjoy telling my story, but it makes the game special for me when I see that my players are following it, not because it's the only thing in front of them, but because it's the most interesting thing in front of them. I like it when they have grand goals and plans independent of the latest plot development. Maybe it's the sadist in me, but throwing tiny wrenches in their plans that culminates with them throwing big honkin' monkey wrenches in mine always ends with a satisfying battle or two.