Spore
old but gold and pretty much as "large-scale sandbox" you can really get
i'm assuming a 4x RTS is not what you're looking for (games like Civilization, Victoria II, Endless Legend, etc.)
there's From Dust or Reus (although the latter isn't really "massive"). uhh, there is the X series (specifically X3). it's a space sim sandbox that actually deals with a lot of strategy such as trade and commerce and stuff, not entirely sure it's what you want though-- and i haven't really played too much because i haven't had the time to actually sit down and learn it.
you could always richard around in universe sandbox 1 or 2. the first kept me entertained for a few hours at a time