Dyson Sphere program is exactly what it entails. You get to design and build a mega structure. I made a dyson sphere that was a giant flower engulfing the sun. One of the most beautiful times ive had in a space game. But its also a factory game, so expect hundreds of hours of your life to be forfeit. But as you stand on the cold dead world you have exhausted of resources of and the crazy shit you just put in the sky, its very worth.

Also space engineers is a pretty good sandbox for space structures and i think they got a space elevator, no megaprojects though.