I would go with Red Dead Redemption, Borderlands, or either Fallout 3 or Fallout: New Vegas. Borderlands and the Fallout games also have a cool RPG aspect to them.
I liked it as well, I just didn't like the fact that there wasn't any multiplayer. When I play a sandbox game,I like to play with people. The only game I could play without people was San Andreas
That game is so fun. My friend made a house and while he wasn't looking I stole his door, he chased after me then I spawned the door right in front of him while I was running away. I said to him, "you have to knock first" lol