I like both, and as said above, sandbox needs to be done right.
Sandbox is fun because you feel like you can focus on certain goals, VN's, things happen when they happen.
Coming Home does a nice job with sandbox. In-game way to see how to progress.
VN definitely. There's only few sanboxes I'm willing to play. I can't believe I did grind games like "Man of the House" or "My Hot Roommate" some years ago. Maybe there was no better options, I don't know, but I have no interest on useless grinding and clicking anymore.
Sandbox; I can't understate how much repeatable scenes and being able to choose what order I do them in (on any particular day) adds to them, as compared to seeing it once in a novel-style game.
visual novel, when i first started playing these games i played and completed big brother, i'd never do that nowadays, i don't have the patience anymore