As you probably know by now, sandboxed solutions are no longer a preferred approach to development in SharePoint 2013. Wherever possible, you should use develop your custom functionality within a SharePoint app. If SharePoint apps don't offer the capabilities you require, you probably need a farm solution anyway, which leaves sandboxed solutions in a distant third place for SharePoint development.
However, there may still be reasons that compel you to create a sandboxed solution for SharePoint 2013. (In my case, it's because I'm writing a course that needs to cover sandboxed solution development). If so, there is a limitation you need to be aware of:
You can't run sandboxed code on a single server installation of SharePoint 2013 on Windows Server 2012 + domain controller.
You can install and activate the solution without any problems, but any sandboxed code will throw the following error:
An unknown exception occurred while executing a sandboxed code solution request in the worker process.
A quick trawl of the forums - e.g. here - suggests that this problem is specific to Windows Server 2012 + DC configurations. Now, we all know that running SharePoint on a domain controller is unsupported in production environments. At the same time, many developers - including myself - find a single-server development environment vastly preferable to a multi-server development environment. If you run a development server and a domain controller on separate VMs, it can be a real battle to keep the VMs in sync when you use snapshots and reverts.
The single server development environment works just fine for SharePoint apps and farm solutions. However, if you want to develop sandboxed solutions, you'll either need to install your single server development environment on Windows Server 2008 R2, or you'll need to run your DC on a separate VM.