Character development (of Player via imagined formative experiences) in my dog in DMing. Placyer character development is a huge part of my sandbox. I use Players Option Combat and Tactics, and say at level 5, charcater has to journey across the world to find renowned fencing teachers to grow as warriors. If a Thief joins the guild, he must select carefully, for the Guild will require allegiance, loyalty, services in exchange for the secrets they they may teach some will attempt to trap and enslave the entire party by making them Outlaws.
I let the players choose whatever character class they want, furthermore they get to choose from among the schools of magic and warrior cultures I have in my sandbox, I give players the choice of a coin - either they go by culture, and get the skills associated with it, sort of logical (You can be of peasant stock living near the center of the barony or you can be from the River People living along its edge). OR Players can opt for specific skills / schools (fencing, spell casting) and they get stuck in a setting that provides that.
If a player wants to get a hard to roll character class, he has a choice, player can roll 3d6 or 4d6 vs ability until they get it 150 rolled sets later. OR, they can ask for the DM to help them. I have them roll up stats, 3d6 or 4d6 pick highest 3 as they choose, then if any of their rolls fails to qualify them, I reroll those using percentile dice and a specially designed distribution table that shows what qualifying score they get.
There are in game consequences of how they roll their character. 4d6 versus ability is the default, and it assumed the Medieval equivalent of the "Middle Class", the AD&D default, which you must realize, is not the ***average person *** in the D&D world. If they choose to roll 3d6 vs ability, they grew up Medieval Average. There were wars, famines, servitude, they may not have gotten schooling or nutrition or love, hence the low stats generated by having to accept 3d6 vs ability. Of course, they had to have had some help in childhood survival. The illusion that you are an individual separate from other people is bought by sufficient wealth, power and social status to where you can afford privacy and your own room to go hide in. If your family lives in a single room and your privacy is on the street corner and you have to wear hand me downs and share boots during bad weather, you will be less a free agent and part of the Community.
In my game, if you roll 3d6, you are part of some community, and if you run into hard times later in the game, you can always go back to your community, that will shelter and take care of you. Inn Keeper will feed you, someone will give you a pace to stay, If you join the guild, they will treat you like one of their own and sacrifice some maladjusted rich kid with issues running away and slumming with the gang er... I mean, thieves guild... That is the reason you might consider rolling 3d6 vs ability in my AD&D MIdlands Campaign.
Now, what of those who asked for and received DM's help in becoming Monks, Paladins and Bards? If you HAD to be created for a prestige class, then Prestige Class OWNS your character. You were being raised by wolves, when a community of Rangers adopted you. You were dying in village, because you were too sickly to plow the field and the Abbot at the local monastery took pity on you and took you in to save your life. You were really and pretty and the Leading Genius at the Bard College (unnaturally old and beautiful) seduced you and pulled you away from home to become a part of the Bard Scene, hell, with you talent and the Man who made you, you ARE the scene!
If the DM intervention places the player in a hard to get character class and that player character tries to leave just to become a regular adventurer, that will be perceived as an act of treason and selfishness, and parent organization will go after the player character and the group. Chased by assassins or groups of outraged Rangers, Paladin Inquisitors, Monks or Bards creating nasty scenes whenever they run into that player character and making that person famous in an embarrassing ways.
In game consequences that provide the sound and fury to a sand-box and the multiple obligations of the members of the player character party will put them in harm's way without signposting or railroading. If the mind-flayers are taking over the realm, then every organization will want to know what's going on and will be sending the player characters in harm's way.
There is a natural question of a character with guild obligations associating with other characters from other guilds. This was actually historically actually. PC/NPC Parties was how the nobles traveled in MIddle Ages, except they were cal;led retinues. To borrow Gary Gygax's example of who becomes an adventurer, let's take a knight (Fighter), a younger son of a landed nobility, whether he joins a crusade, goes to the Free City of Milan to get fitted for the new breast plate for his armor or goes to what is now Germany to learn the new (for 1300's) fencing school, he is traveling with his retinue - his one or more squires (fighters), lovers (any class), an artist, minstrel or a musician whom the knight is sponsoring, his Priest (cleric), his Doctor (cleric), his banker (handles finances and keeps in touch with the Parent Estate, the one Adult in the group), his teacher (Magic User). Historically speaking, members Retinues were often from lower classes, and could not survive physically or economically without their friend/lover/protector/benefactor. These people were kept for their whole lives if they were lucky, and became his Court, should the nobleman become a large enough vassal. If their Patron died or threw them out, the retinue member risked poverty, degradation, and ridicule and humiliation if they went back to plowing the field. Prostitution was a viable option to maintain lifestyle if looks allowed. In a way, historical retinues WERE the adventuring parties, since they traveled the known world, met wealthy and creative people in their travels and partied with them. Knights trained, gave fencing lessons, and performed in non-lethal (still dangerous) Jousting matches, They were the first professional athletes in Western Europe. Professional Warrior class in the Incan Empire actually evolved contemporaneously, and their real job was to oversee slaves on road construction projects and to govern the conquered people. Historically, Inca Warriors were the first group of people to realize that they had Leisure time on their hands and to use that time to recreationally get involved in art, writing religion and philosophy. Mayans had their own blood sport and they warriors became players who reaped the social status of modern professional athletes.
Anyway, retinue lifestyles still exist. In the D&D world, in my game, the payer adventuring party is considered a retinue of the wealthiest or most noble player in the group. I have a Social Status Roll in my game and you get a chance if being born to a couple of slaves or outlaws, or to be legitimately born into a Royal family. You have to roll pretty hard but not impossibly to be born into a family Coat of Arms.
The guilds are tolerant of their members belonging to adventuring parties, since Player Characters pay tribute and they spare the Guild they additional members hey would have to provide their PC to help with the mission. Adventuring Retinues are okay for the possessive guilds.
Retinues still exist in modern world. A word demimonde denotes a lover kept by a wealthy Patron who sits on the edge of respectability and for that reason is not called a whore or a prostitute. A number of semi-celebrity artists and actors are still demimonde. Very good looking and youthful crew members of modern billionaires yachts are not called anything.