A common one i hear and have experianced is a lot of players when put in a Sandbox will latch onto the first hook they stumble into and follow it till there is nothing left to be done.

It's hard to explain why this can be frustrating to a DM but when you have set up a sandbox it some times can. Especialy when the players bust up a local gang of thugs who have been herrasing travlers and are frustrated when there is no major ongoing plot building from that.

I am not sure what the point i am trying to make is but i will say this.

Try throwing a few dud hooks in too make the players think about what they want to get involved in or not. This can all so have some negative side affects but you have to try and get them out of a story based mindset some what.