I love sandbox games. IMO games are supposed to be about gamers being in control, and sandbox games are the ultimate form of that. You have (relatively) endless freedom to go where you want and do what you want. Games like Oblivion, Fallout 3, Minecraft, GTA4, Assassin's Creed 2, etc. Although I don't consider the Assassin's Creed games to be as much of a sandbox games since, depsite having relative freedom within the game world, you are still pretty strictly bound to the main missions and main linear story of the game.
If a game is too linear I feel like the developer is holding my hand and guiding me through their carefully crafted circus, while sandbox games feel far more immersive because you feel like you're just thrown into this vast world and you have to fend for yourself.
