If there ever was a game that I've played as in a sandbox-style, it was Elite II - Frontier. Liberty City and San Andreas might be huge, but do they compare to our entire galaxy?
(image taken from Mobygames, contributed by Halleck)
Having played the Amiga version, I also loved to listen the classical music featured in the game (a trick borrowed from Kubrick?).
Although it was possible to engage into several missions, you could play it just for relaxing - in non-game mode, if you will. Open-ended was hardly a buzzword back then.
Another impressive fact: the whole game would take around 700kb. It's interesting to notice that Will Wright is bringing back this compact/procedural approach with Spore.
However, I cannot find working versions of the game for windows XP. Does anyone have any ideas on how to play it on modern computers?