I've worked as Mmo journalist and analyst for a few years but i'm not active anymore, so whatever i'm gonna say is outdated by at least 2 years. Probably new games have different limits due to more powerful servers.
For what i know, the smallest WoW server had a cap of 4000 players while the biggest were around 7000-8000. I don't know if they are bigger now.
The biggest server ever was Eve's online server, that used a distributed approach and could afford a peak of 50k concurrent users. Probably they beat that record recently.
The average Theme Park mainstream mmo had the same numbers of WoW, ranging from 2500 to 5000-6000 players. There were exceptions but most of them used the same approach as WoW.
Korean f2p games had usually a lower average player cap, ranging usually from 1000 to 2500. Chinese games, overall those from PerfectWorld Inc. were bigger but i don't remember exactly.
For sandbox games there weren't a good rule, i remember Love that had a maximum of 150 registered players per server. I don't remeber exactly but Darkfall or Mortal claimed to have a really high players' limit, but i'm not really sure.