How do I conduct an "open world" super adventure?

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So yeah... After 3 years of making linear campaigns like anime shows I decided to try something else more a-la traditional RPG (or as I told my PCs... Skyrim with pen and paper). The problem here guys is that... I have NO idea how to do that. I am using Masterplan and video game sprite tiles to make the world, we are using the Anima Beyond Fantasy setting (but modified... with magic and pretty stuff and D&D religions), so the World Maps are ready; plus I'm running a 2 player (and some times one) adventure so yeah... I made myself a couple NPCs for when they have to face the big baddies.

However as I just said, I've got no friggin idea on how to give them an open world to explore... Masterplan makes random dungeon delves for me so there's no problem, and I already registered all the Monster Manual 1 on it plus all the magic items from Adventurers Vault and DM Guide 1, however I have uhm... no idea how to measure distances, how to tell them step by step the world and where to go... I mean I bet I would forget everything sooner or later -.-U
1) Plan a bit more then just for the next session. It's entierly possible to make a dungeon and have them not even notice it.  But you want extra just in case they move faster then you plan.

2) NPC's don't sit still.  If you have a dragon attacking in the south, and undead in the north, whichever way they go, the other will have time to destroy things.

3) Listen to the players.  They can make up much of the world themselves.  Have an NPC ask them about their home village, write that down and put it on a map.

4) Keep a notebook of what is known, and what planned.  Even if you planned on a dragon behind door #3, you can change it to an empty room if needed.

5) Set up some random encounters.  A few wandering orcs, a bear, or whatever.  Throw it at them if you run dry, or if they suddenly decide going back to leave the dungeon and get more rope.  Hopefully it won't happen too often, and often as not, it will generate new plot hooks.

List of no-action attacks.
Dynamic vs Static Bonuses
Phalanx tactics and builds
Crivens! A Pictsies Guide Good
s to intentionally miss with
Mr. Cellophane: How to be unnoticed
Way's to fire around corners
Crits: what their really worth
Retroactive bonus vs Static bonus.
Runepriest handbook & discussion thread
Holy Symbols to hang around your neck
Ways to Gain or Downgrade Actions
List of bonuses to saving throws
The Ghost with the Most (revenant handbook)
my builds
F-111 Interdictor Long (200+ squares) distance ally teleporter. With some warlord stuff. Broken in a plot way, not a power way.

Thought Switch Higher level build that grants upto 14 attacks on turn 1. If your allies play along, it's broken.

Elven Critters Crit op with crit generation. 5 of these will end anything. Broken.

King Fisher Optimized net user.  Moderate.

Boominator Fun catch-22 booming blade build with either strong or completely broken damage depending on your reading.

Very Distracting Warlock Lot's of dazing and major penalties to hit. Overpowered.

Pocket Protector Pixie Stealth Knight. Maximizing the defender's aura by being in an ally's/enemy's square.

Yakuza NinjIntimiAdin: Perma-stealth Striker that offers a little protection for ally's, and can intimidate bloodied enemies. Very Strong.

Chargeburgler with cheese Ranged attacks at the end of a charge along with perma-stealth. Solid, could be overpowered if tweaked.

Void Defender Defends giving a penalty to hit anyone but him, then removing himself from play. Can get somewhat broken in epic.

Scry and Die Attacking from around corners, while staying hidden. Moderate to broken, depending on the situation.

Skimisher Fly in, attack, and fly away. Also prevents enemies from coming close. Moderate to Broken depending on the enemy, but shouldn't make the game un-fun, as the rest of your team is at risk, and you have enough weaknesses.

Indestructible Simply won't die, even if you sleep though combat.  One of THE most abusive character in 4e.

Sir Robin (Bravely Charge Away) He automatically slows and pushes an enemy (5 squares), while charging away. Hard to rate it's power level, since it's terrain dependent.

Death's Gatekeeper A fun twist on a healic, making your party "unkillable". Overpowered to Broken, but shouldn't actually make the game un-fun, just TPK proof.

Death's Gatekeeper mk2, (Stealth Edition) Make your party "unkillable", and you hidden, while doing solid damage. Stronger then the above, but also easier for a DM to shut down. Broken, until your DM get's enough of it.

Domination and Death Dominate everything then kill them quickly. Only works @ 30, but is broken multiple ways.

Battlemind Mc Prone-Daze Protecting your allies by keeping enemies away. Quite powerful.

The Retaliator Getting hit deals more damage to the enemy then you receive yourself, and you can take plenty of hits. Heavy item dependency, Broken.

Dead Kobold Transit Teleports 98 squares a turn, and can bring someone along for the ride. Not fully built, so i can't judge the power.

Psilent Guardian Protect your allies, while being invisible. Overpowered, possibly broken.

Rune of Vengance Do lot's of damage while boosting your teams. Strong to slightly overpowered.

Charedent BarrageA charging ardent. Fine in a normal team, overpowered if there are 2 together, and easily broken in teams of 5.

Super Knight A tough, sticky, high damage knight. Strong.

Super Duper Knight Basically the same as super knight with items, making it far more broken.

Mora, the unkillable avenger Solid damage, while being neigh indestuctable. Overpowered, but not broken.

Swordburst Maximus At-Will Close Burst 3 that slide and prones. Protects allies with off actions. Strong, possibly over powered with the right party.

Random encounters don't have to be combat or even anything involved. At their core, they're just a little bit of spice and atmosphere to give a sense of what's going on in the world.

Paint in broad strokes and only fill in details when the PCs look closer.

Focus on quests that involve a lot of travel. If all you're doing are dungeon crawls, it probably doesn't matter that there's a larger world out there.

[N]o difference is less easily overcome than the difference of opinion about semi-abstract questions. - L. Tolstoy

The West Marches "sandbox" campaign was discussed on its DM's blog: how it was run, advice on making one's own. Those players made their own goals, but if your players want more given to them, take ideas from video games like Final Fantasy that have many situations wherein the party is sent abroad in search, pursuit, or flight.

My random encounters are generally very simple (each number on the roll is just one monster with a random number of them; I may just have 10 different monsters/NPCs), but with a decent chance to roll multiple times on the table to get odd groups that give me ideas for improvising new situations:
1. I roll a herder and a cockatrice
2. (reation?) this herder raises cockatrice that have been bred not to petrify
3. (involve party) their gazes do stranger, less deadly things when freaked, and a few escaped. Maybe the next encounter will be strange cockatrices that are better caught alive.

Using 4e D&D, mind that that edition focuses on long combats, so these cursory encounters, if resulting in combat, must be played with some care by the DM.

For journeying overland, there are different methods.
A. Every hour (or day, or whatever increment you choose) travelled, I describe what the party sees on every side, so the party can choose where they want to go, but it feels more like wandering than pointing at a map and warping there. It's best if the DM points as if the mountains, sea, or endless plains were actually out there so they're clear on directions.

B. Some players may just like to skip to the parts where they meet something and not do any navigation, however. In that case, just have them plan a path across a map before them, and point out where something of interest is whenever one is found.
Using 4e D&D, mind that that edition focuses on long combats, so these cursory encounters, if resulting in combat, must be played with some care by the DM.

Long combats are not inherent to the system and if they're not desired are easily avoided.

[N]o difference is less easily overcome than the difference of opinion about semi-abstract questions. - L. Tolstoy

There is a lot of good stuff available on the internet, largely on blogs, about how to build a traditional RPG "sandbox". The aforementioned "West Marches" is the most well-known but my favourite check-list is on the Bat in the Attic blog here:

If you have access to Paizo's adventure paths, I would also recommend reading the first two or three volumes of Kingmaker to get some ideas.
Cheers Imruphel aka Scrivener of Doom