"Sandbox Game" is a term applied to games where you have no linear path to follow and the whole -virtual- world is your plaything. Standout titles are GTA, Infamous, and Red Dead Redemption. This fellow megalomaniac started a blog all about sandbox games. As a real treat, he also covers independent and underground development efforts (WTF is "Minecraft"?).
Of course, he would say he just likes having unhindered creativity, but I know in his heart (of darkness) he just wants to burn peasants with flamethrowers…. Don’t we all?