I would definitely like to get a chance to figure out where some of the disappeared kindred went to, especially if uncovered details connect to seemingly mundane things about Bordeaux's current political climate.
I would love to get the chance to find out what it was that made Degrelle decide to help the Sabbat, and why the local Kindred are against Villon's rule, but seem to remain generally Pro-Camarilla. I wonder even, if it could be made possible through these discoveries for the characters to become totally desensitized to either faction, and instead inspire a desire to tip Bordeaux into a state of independence from the Camarilla and Sabbat. Better still if the independent route also proves to be a bloodied route.
I like the sandbox idea because it makes the order of events seemingly random, and whoever triggers these feels more responsible for the consequences. I think it makes it easier to get into mindset of the game, about the horror of your survival or humanity relying completely and directly on how you interact with the world.
At any rate, the players need to be doomed to change Bordeaux radically somehow. Whether one of us saves Bordeaux in the goodly name of the Camarilla, or throws it to the Sabbat and their battles to gain foothold to strengthen the general image of the vampire race, or even spends the rest of their unlives slapping the hands of invaders off of stealing pieces of it away from the other undead just trying to be free from being typecast as a monster or under the yolk of the elder's schemes. I'd like to see the characters get passionate about different versions of the history of Bordeaux. I'd like to get paranoid about what I'm doing and for what reasons, and especially about who I decide to put my trust in.
I don't just want action and adventure; plenty of interesting, game-changing things can take place behind doors. A fair mixture of out-and-about searching and covert investigation to make way in Bordeaux would be a great thing, as it may make some PC's have to ally. I never liked the lone-wolf path in some games, only annoying, over confidant people take that path. They don't belong in a horror story. It's okay to be self-interested, but to finish everything single-handedly should be impossible. I think that this game should prove that sticking things out alone can prove deadly.
Hell, if the way things plays out forces me to coldly betray someone and ignore them in their time of need, only to have me come crawling back to seek their assistance after they survived, even better. Especially if its because I discovered something especially scary they need to know and help with, but may not believe.
I'd like to see fairly frequent opportunities to exercise the use of our unique character abilities. It'll make secret-keeping a more delicate balancing act if certain skills contradict the way a person seems, or betrays a bit of their history, or affects what they know and how it changes the way they handle a situation. This would be especially awesome if a lead a character wants to follow cannot be completed without the use of another's skills, forcing us to do things to get their help or abandon the lead altogether until a new approach appears.
That's what I want. I want to see weird, weird shit that makes me do weird, weird things, and I'd like to be able to drag the other players into it, or conversely, be dragged into their own puzzling version of events.