So what makes for good sandbox encounters? Like everything else in the sandbox, it springs from the environment. My own sandbox campaign is based on the Isle of Man, expanded to ten times the normal size.
Why? Because reality lets me cheat. The geography is always right. Settlements are there for real reasons. The natural resources make sense. Unless you're a geologist, it's going to be kind of a crap shoot to place a mine or the proper type of rock in an area. Reality lets you cheat with details. It's amazing how many campaign ideas can spring from these details.
My real-world map gives me a starting point. From there I can work outwards and ask "why" questions. Why are people in the town of Tara? Well, there's a source of fresh water, a natural port, a nearby iron mine, and a valley protected by hills. That's really boring stuff, right? Well now lets add the fantasy elements. My most used magical motif is ley lines.
Tara is on a ley line that leads up through the hills, allowing for wards that protect the region and teleportation circles for arcane travel. The power from those ley lines make it convenient for others to tap that power, like a power line running through the valley. So we have a cultist temple in the hills, a closed portal to the Far Realm in the forest, and other shenanigans that makes this a place of power. This ley line motif works its way throughout the island, giving reasons for strange things in unusual areas.
The next step beyond the environment forming ley lines was the magic from these ley lines changing the environment. In several cases, powerful wizards tapped these ley lines for seemingly unlimited power. That kind of power warps the environment, creating unusual terrain types (I have a volcanic region where there shouldn't be one), distortions of time and space, and regions of planar creatures that warp in and out of reality.
My ley line conjunctions were often places where the material world and the planes formed a conjunction. So the Fey Woods to the north had a conjunction with the Fey Realm, which naturally meant there were a lot of fey living there. Each plane had representation, which allowed variety in encounters and some very odd problems to crop up with other local settlements when people started meddling with standing stones on ley lines.
Regular things can be made fantastic. As much as I want my iron mine and quary to be just some natural resources to plunder, you can bet there is trouble there as well. The iron mine had a haunt that needed put to bed, a poor miner who died an unjust death on the road to the mine. The quarry manager was murdered and his body never recovered. Those who venture too close to the watery pit might learn more about that.
Much of the area has issue with hauntings. As the old Northman culture abandoned this area to the Celts, they settled a lot of scores. A murdered official haunts the local castle as a spectre, along with his ghostly dog. The men stationed on the wall to the north were left to die of starvation. The salt mine is full of prisoners who were abandoned.
Besides that, you have the usual encounter locations. Cairns dot the hills, often protected, since it was tradition to bury warriors with their gear. Broken castles, towers and lighthouses dot the coastal road, the perfect home for bandits, cultists, and monsters. As the characters clear and repair these locations, the region begins to grow and improve. The town population increases. There are no more random encounters on that particular road (for a while). They can create additional bases from which to push outwards in their exploration.
Although you could have a mega dungeon or special delving location, it's not really necessary in the sandbox. There are many locations to explore that make ecological sense. Most "dungeons" are no bigger than they needed to be for their intended purpose. Make sure they had a purpose and feel free to re-purpose them with the new residents. I try to keep these locations naturally small, no more than 4-5 encounters in perhaps a dozen keyed locations. Too much dungeon crawling and the players will stop caring about the sandbox.
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