Try bamboo, angling the poles like interlocking fingers. Map the rooms out on paper first. For windows, break up the walls by planting peas instead of corn. Willow or other bendable twigs, such as dogwood, can be fashioned into rustic arches, walls, nests, and free-form sculpture with the woven technique known as wattle. Bury one end of vertical sticks sufficiently into the ground, and simply weave twigs between them, overlapping as you add new weavers.
Kids treat a simple platform placed on the ground as a dance floor, stage, or house.
If it's not too big, it can be stored in winter. Raise the platform about 4 feet onto in-ground posts, and you've got a lookout. Add a coated hardware cloth arch from one side to the other, and it's a hut. Don't relegate the sandbox to a corner of the yard. Put them to use as a kids' mountain.