You can also multi-thread plots, which means you have distict story arcs running in parallel, usually at different stages of maturity. Or maybe start with the Earth already invaded by aliens and have the characters organise the resistance (sort of like Necessary Evil). You can have more exploration based superheroes like the run of the Fantastic Four when they went out to map the Negative Zone. That said there are ways to make Avengers level characters work in a more sandbox environment.
Choosing saving the world from Galactus isn't a real choice. Choosing to go after drug dealer or arms trafficker is a valid choice.
If you start introducing threats are a national or global level, it is no longer plausible to have multiple concurrent adventure opportunities and you implicitly remove the player character choice on whether to deal with it or not. You could have a concept of character patrolling the streets and have random encounters or have character proactively target a particular organised crime family. You can easily imagine these adventure opportunities as more or (more or less) everyday crime. The sandbox model ultimately an environment with multiple, concurrent adventure opportunities the players can pursure or not at will. Street level superheroes can work well in a sandbox environment. I've actually used this style to good effect in round robin GMing games where I would be the Gm of the Big Plot but then other players would step up to run stories in-between. The key is to avoid major escalation in the interim adventures - use them to establish the baseline and then use the Big Plot adventures to raise the stakes. Rinse, lather, and repeat until you hit your climax. After the first Big Plot adventure, throw in a dozen or so stand alone adventures and then hit Big Plot 2 which raises the stakes from the first Big Plot adventure. To get the same tempo in your own game, you could just plan a series of half a dozen stand alone adventures and then introduce the Big Plot.
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