I was hoping not to have to use Sandboxie with Comodo Sandbox, but find that I still need to for 2 reasons:
(1) Sandbox with right-click on data files
With Comodo, I cannot just right-click on a data file and open it Sandboxed in corresponding program (I can only do so with right-clicking on executable). This comes in handy whenever I open downloaded files. I want to always open them sandboxed, whether they are powerpoint, excel, word, pictures, music, or other kinds of files. I found no easy way of doing so in Comodo.
(2) Safe shredding
With Sandboxie, I can follow a simple one-time procedure to always shred safely whatever data is created in sandbox (e.g. using http://www.ehow.com/how_8566367_securely-delete-sandbox-sandboxie.html). With Comodo, I cannot set it up for auto-safe shredding (example of I would have to do every time is in https://forums.comodo.com/defense-sandbox-faq-cis/wiping-the-sandbox-how-can-i-do-this-draft-being-updated-t93561.0.html)