Sandburrs (or stickers) and goatheads are two entirely different monsters! We need some pics of the two side-by-side to show the difference. Yes, goatheads are like sandburrs on steroids. Most sandburrs are not even the size of a pencil eraser. Goatheads are much larger ... at least the ones I've seen. Fortunately, I haven't seen any in some time!
Sandburr
Goathead
Cockleburr
And, like Ronny, those are three plants that I do know about.