Sand only works well when kept absolutely dry and requires frequent, even daily scooping. Gravel and rocks are hard on the chickens' feet and can contribute to bumblefoot.
The best run litter is whatever dry organic material comes readily to hand at a good price.
Coarse wood chips -- the kind you get from a tree trimming service -- are often considered the gold standard, especially in a wet climate, but different people use different things. Straw, pine shavings, fall leaves, dry grass clippings and other such lawn debris .... My favorite is pine straw, because it's free for the raking on my property.