hmm. the only menu that really comes to mind as memorable was crysis, which was nicely done and all sorts o' techno-futurey.
http://www6.incrysis.com/screenshots/weeklyupdate/MainMenu.jpgi think the category of "sandbox" for games versus rpgs might be worth dividing. a sandbox like gta is indeed a sandbox, i.e. a relatively open world to play/drive around in. (prototype, not so much, but along similar lines)
whereas fallout is indeed very open, but not necessarily what would get called a "sandbox" (though i would term it so). on the other hand, the elder scrolls games, to diminishing degrees, are indeed sandboxy, though as we've seen with fallout 3 there are some serious problems with their modern approach. (there were serious problems with daggerfall, too, but the scale and scope was so staggering and new, and really has yet to be approached anywhere else.)
i do like to play around in games when possible (which is one of the many reasons i love crysis so much) and have some reward for experimentation.