I've started running the Arkham Chronicles for my gaming group. It's a sandbox style Call of Cthulhu campaign which serves the purpose of familiarising us with the 7th Edition rules, creating some characters with real history, while also filling the time until we can begin Horror on the Orient Express (my copy still hasn't arrived) and I'm not inclined to begin the campaign proper until the 7th Edition Kickstarter has also delivered books to the table.
I've run a Call of Cthulhu sandbox campaign before, set in Kingsport, and found it to be a very rewarding experience, as the players really spend some time developing their characters until the whole group has a real feel for these people, which obviously makes for a more compelling time when they are faced with the sanity shattering dangers of the Mythos.
My approach is to select several scenarios and weave the key elements of each into the characters daily lives along with some mundane (and quirky) elements - for example one of the scenarios I'm using (Darkness Illuminated from the Island of Ignorance) mentions missing animals. So, to put this thread into the path of the characters, the Mayor's wife hired PC Frank Cutter, a Private Investigator to find Mr. Pickles, her missing spaniel. I also had a PC Sergeant Gatti of the Arkham National Guard witness a man being beaten by two mob thugs (and intervene) which is a reference to forthcoming elements from 7th.ed scenario Missed Dues and introduced some foreshadowing for the events from The Condemned in H.P. Lovecraft's Arkham.
The players then ultimately determine when their characters become more immersed in each scenario, which triggers the next series of planned events. It works fairly well, as the balance of time at the table is spent on elements related directly or indirectly to horror, although the majority of each characters time is spent on the mundane tasks of daily life. There is also an implicit sharing of authority with the players, as they can clearly see linkages between the things each character encounters, and can choose how their characters might come to realise such connections.
The only real negative (thus far) is that there is slightly more down-time for the players than I'd normally like (exacerbated by the fact I currently have 7 players!) as each character has their spotlight time and moves through the events of their day. Again there is an implicit suggestion that if the players want to have less downtime, they can work to have their characters link with others. It's still early days yet, and it will be interesting to see how this game develops.