Sand and straw are very hard on their feet. It compacts down so much. It's also much harder to clean out their coop. I recommend pine shaving...it's my favorite. There are so many styles of coop bedding and cleaning routines though! We clean our daily, some people only do it once per month or even once every 6 months with some styles!
Here is a good article for you to read. I found this at the Learning Center.
It entirely depends on how big the coop and run are and how many birds you house in it. Two birds in a spacious coop won't need frequent cleaning but 2 dozen birds would need more.
My coop is about 5x8 feet and my run is 8x12 feet and houses 8 birds. When I used sand and pdz in the coop I cleaned the poop board off and spot cleaned the floor daily. I never liked straw over sand as it formed a mat and the poop just sat on top and the birds walked through it. I scooped poop from the run daily (sometimes twice) and raked it smooth.