A long, long time ago, I can still remember how rpg.net used to make me smile. One post I remember in particular raised the idea of a kind of valedictory tour of the TSR universe in pursuit of the Rod of Seven Parts. Each of the seven parts would be found in a different published campaign setting (Al Qadim, Athas, the Forgotten Realms, Ravenloft, Aebrynis, Krynn, Greyhawk) and the PCs would be on a grand mission to find all the pieces and put it back together again. It would be a cheesy and cliche TSR novel in gaming form, in other words, but played as straight as possible.
I always liked this idea, and it's always stayed in my mind. Much as I may have moved beyond David Eddings/Weis & Hickman/Terry Brooks fiction, I still have a strong streak of nostalgia for epic fantasy quests. (I many not be alone in this - my friend Nate has been planning for the last 15 years to write "The Boy Who Finds A Sword In A Field Saga".) At the same time, however, it's rather hard to imagine such a campaign working without a heavy dose of rail roading.
Or would it? The campaign, in my mind, would work something like this. First, you would get all the players on the same page: their PCs have been chosen by the gods, for some reason, to gather the seven parts, and if ever one of their PCs dies, the replacement has to be "in on" the quest too.
Then, you would set up an ordinary hexmap and sandbox in, let's say, the Al Qadim campaign setting (because why not have brown people being the heroes of the quest for once?). Somewhere in that hexmap, somebody or something has one of the parts of the rod, but only the DM knows where.
Next, you sprinkle everything with rumours as you normally do when setting up a sandbox-type game, but the difference is, they are geared towards that part of the rod. They don't have to be too explicit ("The sheikh of Blahblahplace has this...special stick..."); they would probably be more like rumours leading the PCs to wise men, sages, archives, libraries, and the like where they can begin their investigations. Those investigations might equally be red herrings. The PCs might be sidetracked by other considerations. But the general idea would be for the PCs to have the finding of the rod-part their primary goal, and for the DM to set things up in such a way that this would be possible without leading them by the nose.
Then, once the rod-part in Al Qadim is found, the Gods say "Now find the next one!!!!1" and the PCs are magically transported to Athas. Rinse, repeat!