Alexander Macris of Escapist has a good article and tips on writing up a sandbox setting. You can find it here. It part of his Column, Check for Traps, and one of a series on world building.
Also Escapist has several columns devoted including one that James of Grognardia contributes too.
[Review] Project Oasis by Joseph Bloch -- 5 out of 5 Stars
29 minutes ago