To sandbox or not to sandbox? I have only come across this term in role playing since I returned to the fold about 3 years ago, wargaming "sandboxes" are a different thing.
20years ago when I was playing and DMing fantasy games (mainly AD&D), we did play some "free form" games, which were sandbox by another name. Some worked better than others (one became notorious, successive groups wandered around a city, nothing happened, so we got bored and started attacking people/castles etc, until eventually overwhelmed and killed, I think that happpened 4 times before the DM gave up and realised that needed some reason for us to be exploring his city).
Now I run a mix, some sessions are very open and rely on the players to initiate something, with me throwing in a variety of randomly generated "meetings" from whatever MgT tables I happen to be using that evening. It helps that my group are a mature and co-operative bunch (i.e. don't just hide in their space ship)
Others sessions are based on an "adventure" which will contain difficulties and problems, and will start as quite a detailed plot, though events might change that. Again, it helps that players get the hint accepting a job from a patron.
One thing I think is very important is discussion with your players before you start, "what kind of sci-fi genre shall we do?" etc, but I am lucky that my little group is pretty mature and well informed.
I tend to avoid excessive dice rolls, until dangerous activities start (usually combat), when I then become all wargamer and take the (modified) dice rolls as final.
Egil