The sandbox is a myth. But there was an unintentional sandbox effect. ISo I wouldn;t worry about the "sandbox".
The only issue is SEO penalties like the -30, -50, -950. I'm not sure though whether they are still giving them out though.
With the new Caffeine update, you shouldn't worry about getting web 2.0 "type" links. The only thing that I would consider is how many links the competition has. For niches that don't have a lot of SEO, I would go slower.