Lilith's Throne, Corruption of Champions 2, Trials in Tainted Space.
Those still have a storyline, but you can customize your character at the beginning and further alter it during the game with various transformations. CoC2 and TiTS also have plenty of sidequests to find - especially if you occasionally return to areas you've already previously beaten.
There's also Broken Dreams Correctional Center, which plays similarly, but has less content and is more of a sandbox.
In general, I'd recommend you go to the Latest Updates page, search for games with the tags "sandbox" and "character creation", then sort by rating. Most of those games will fit your criteria.