This latest discussion of sandboxes (to which Monsters and Manuals has also chimed in) has gotten me thinking that one really spiffy way to facilitate player choice and player driven adventuring is through choice of henchmen. By which I mean: having hirelings come with plots attached, or with interests and abilities that affect how the party goes about picking and handling problems, are both a lot of fun, and giving players enough information about those plots and abilities when choosing hirelings gives them another way to affect the style of the game -- as well as a way to signal to the DM the kinds of activities that they're interested in.
The "skills and interests" thing is one that's come up a lot in the Doom & Tea Parties solo, partly because most of the adventuring party is NPCs so they get a lot of involvement during the planning stages. Usually my character asking them questions, but still, the interests they have colors their information.
I picked out the party's sorceress specifically because I was interested in at some point going to Fire and she had been to and knows about Fire, so that's an obvious one. More interesting, though, is the effect that having two clerics of Uban in the party has had on the campaign. That had been my initial thought for my PC, before I decided I'd do something I'd never done before and run a dwarf, so that was the first NPC I hired, and then shortly thereafter we rescued another from goblins.
Uban being the god of knowledge, what this basically means is that I had one guy happy to explain elven iconography to me, and another who knew useful things about adventuring, and accordingly made fun of the first. Which for someone whose ideal game is basically a mix of fantasy anthropology, dungeoneering, and social hijinks was pretty much awesome.
That particular configuration mostly fell into place on its own, but party management in general -- both picking who to take with me in-game, and talking with the DM about how I find most interesting out of it -- has been a pretty powerful tool for me to control the game's direction and style. Which is really what a sandbox game is all about: giving the player's control over the game's direction without sitting down and talking with them about what they want. The latter is all well and good, but I'm increasingly of a mind that letting people figure out what they want out of the game as they're playing it has its own perks.