Players really like sandbox adventures. The term "sandbox adventure" implies an adventure (or even campaign) in which the characters are free to go wherever they'd like, and address adventure elements in whatever order they choose. There's a real sense of player agency there, and that's one of the reasons they're so popular. They also seem more realistic, as the players know there's something going on all over, and not just waiting for their interaction, just like in the real world.

Yet building a sandbox in an adventure is hard. If you know the PCs start at 6th level, but the territory includes a section the PCs can't tackle until they're 9th level, how do you prevent them from going right to the tough area, getting killed, and becoming frustrated? Let's assume the adventure has 4 adventure areas, of increasing difficulty. The PCs must eventually hit them all, but you want to guide the order while still maintaining a sandbox (doing so maintaining the illusion of a sandbox is something I'll discuss later this week). Let's say they are areas A, B, C, and D, where A is the easiest and D is the hardest. Here are some suggestions for how an adventure author can set up a sandbox adventure that works.

Put the Easiest One Closest. Wherever the PCs start, put the easiest area physically closest to them and the hardest area farthest away. Whether the sites are crime scenes in a city or ruined temples in a vast wilderness, one of the first PC responses when given a menu of options is, "which one is closest?" This isn't laziness--or, rather, it isn't entirely laziness--but because most PCs want to ensure their base remains secure and minimize resources spent travel around. It relies on the way people actually tackle tasks--if I have a bunch of errands, I tend to do them from the closest outward.

Use Barriers to Illustrate Danger. I said geographically closest in the prior point, but you can use other barriers to make a site seem further away. If site D is closest as the crow flies but is on the other side of a huge gorge and deadly swamp, it seems further away and you're more likely to get PCs saying, "yeah, let's do that one last." If site A is furthest geographically but there's a well-traveled road that leads there, it seems closer. You can build in these types of barriers easily, but remember that they aren't effective to guide decisions unless the PCs know about them when deciding! 

Presenting to the GM. GMs have a large cognitive load when running a game, even from a prepared adventure, and you can subtly guide the GM by presenting the sites from easiest to hardest (A, B, C, then D) in the text. It's then mentally easiest--and therefore, most likely--for the GM to lead the PCs to A, then to B, and so on. 

Presenting to the Players. At some point, the PCs need to learn about the sites to plan their visit. When the NPC (whether local constable, ancient map, or mysterious oracle) presents the sites in the order A, B, C, D, that's how the players remember the order. Perhaps they even right them down that way in their notes, or have them spelled out in that order on a handout. All these things subtly reinforce the idea that the "right" order is the order you, as the adventure author, want them to go.

Before I get to the other suggestions, I want to pause to say that none of these are foolproof, of course (if they were, it wouldn't really be a sandbox at all). But you can set the expectations most strongly by using all four of the above ideas. Have the geographical order be A, B, C, D (or make A easiest to reach and D hardest); present them in that order in the text; have an NPC or handout to present them to the PCs in that order. The PCs know they could run off and tackle D right away, but there are some subtle guides that discourage them from doing so.

Shoot for the Middle. Instead of ramping up the difficulty of the sites, keep them all roughly the same. If your sites are set so that site A is right for 6th level PC, site B is right for 7th level PCs, site C is right for 8th level PCs, and site D is right for 9th level PCs, then you might instead redesign them to all be appropriate for 7th-8th level PCs. That way, wherever the PCs go first, they're facing a tough challenge. And wherever they go last, the fight is a bit easier for them. That's actually ideal in a lot of ways, because it makes the players feel like they've mastered a region at about the time they're facing the last site in it.

Here's a tip to make this technique even more satisfying: include a sidebar or other modification in each area to slightly tweak the difficulty. For example: "if the PCs come here first, remove an orc warlord; if they come here last, add an extra orc warlord." Alternatively, you can change tactics rather than numbers: "If the PCs come here first, the orcs remain unaware that the PCs are tromping through the region, so they don't band together to help each other at all, even if they hear sounds of fighting. If the PCs come here last, however, the orcs are on alert and rush to aid one another more readily."

Don't Try. For a more genuine sandbox experience, don't try to lead the PCs towards or away from any particular encounter area. If they head right for the tough one, they'll learn soon enough that it's too hard, and they should tackle it later. What you should definitely do as a designer, though, is ensure that PCs who want to escape one of these regions and come back later can effectively retreat--being overwhelmed, trapped, and killed isn't nearly as much fun as being overwhelmed, retreating, and surviving to return another day.