I personally don't like the sand concept. Especially because it has to be scooped very frequently -- often daily.
For sand to work, you have to either have a roofed run or live in a place that gets very little rain. And even with roofed runs, most people who are happy with sand over the long term live in dry climates.
I'm a fan of deep litter, using layers of dry organic material to neutralize the poop in a cold composting process.
As mentioned above, coarse wood chips of the kind that come from a tree trimming service are excellent -- especially if you have the room to accept a truckload and can let it age.
Are you in an area where you can rake up pine straw? How about dry leaves? Other yard waste?
Straw is traditional, though it may require more maintenance since it's more prone to packing and matting than the wood chips and can mildew if it gets wet.