Resources

These are the three best links I know of that form the basic frame work that I will build from.

1: Jeff Rients' How to Awesome up your Players: This is one of the better starting points for playing an RPG I've ever read. Not really about world building, but if you start with this mindset, I think you are good to go.

2: Reynard's 7 Sandbox Essentials: A very nice summation of the basic concepts for a Sandbox without getting bogged down in minutia. 

3: Bat in the Attic's "How to make a Fantasy Sandbox": An extensive (if somewhat incomplete) break down of step by step Sandbox building. While a decent outline, it gets lost in the details.

Books I will most likely draw from include Sandbox-ish settings like
Greyhawk - The original sandbox. 
Wilderlands of High Fantasy - Old school sandbox.
Ptolus -  As close to a sandbox as Monte Cook is going to get. Almost too much detail to be a true sandbox though.
Liberty - Another good 'city' sandbox. Irritating they never released more than the 3 supplements. I need to buy the Arcane Quarter...
Scarred Lands - Kinda like Greyhawk's younger brother.
Violet Dawn - Very Sandbox-ish and much in line with Wilderlands. 

That is far from comprehensive of course, and I don't know how much I will actually draw from any of those sources.