Yeah I'd go with most and recommend either Just Cause 2, The Saboteur, Saint's Row 2, or Mercenaries: Playground of Destruction. Avoid Mercenaries 2 like the plague.
Also for a Sandbox game you never even knew you needed, check out Mount and Blade: Warband. Probably the ultimate sandbox for 'choosing your own path' alongside Sid Meier's Pirates! Doesn't have explosions, but does have rain of arrows, and all the bloodthirsty sword fighting you could ever handle, in 3rd OR 1st person. Manliest game ever made.
Also for a Sandbox game you never even knew you needed, check out Mount and Blade: Warband. Probably the ultimate sandbox for 'choosing your own path' alongside Sid Meier's Pirates! Doesn't have explosions, but does have rain of arrows, and all the bloodthirsty sword fighting you could ever handle, in 3rd OR 1st person. Manliest game ever made.