In no particular order of preferences, they're just the ones that come to my mind immediately in similar topics.
Body Harvest (Nintendo 64) (The first sandbox-style game I played)
PowerSlave (PSX) (Also known as Exhumed, great Doom-clones era FPS)
Warzone 2100 (PSX) (A forgotten gem, I still own my original PSX copy)
Codename: Tenka (PSX) (Loved it, and back then I don't think it was praised)
Shadow Man (Dreamcast) (One of the best A-Adventure style game I have ever played)
MDK2 (Dreamcast) (Total sleeper hit of epic proportions, adored the game, still own it)
Red Faction (PS2) (The original's release I believe wasn't preceded by much hype)
Dark Messiah of Might and Magic (PC) (Very underrated)
Prey (PC) (Superb game overall, in my opinion, especially the introduction)
And of course many more but I would have to look around the web for them and I don't feel like it for now.