I'm sure sand would work fine, you basically could rake it every day or two almost like cat litter, and then top off as needed.
I would use something like that if I could afford to (its $3 a bag now) and if I didn't mind hauling all of that weight around.
Last fall, I started using oak leaves that I gathered curbside in lawn and leaf bags on garbage day. Those worked great, the ducks loved them, and I found that the oak leaves really kept down the odor and seemed to stay dry and relatively clean a lot longer than straw. I ran out this summer after I went through the last of about 100 bags I saved, and had to go back to straw, which I found not nearly as nice. The ducks also loved going through them and finding acorns to eat.
Best of all, free except for the little bit of gasoline to cruise the neighborhood and haul them home.