I have been using sand since my hens were 1 week old; they are now 23 weeks old, and half are laying. I live in a northern climate which has been EXTREMELY wet this year. I have had no problems except when I had a waterer leak. They love the sand, it's easy to clean. They dustbathe in it, and so I can control the quality by adding DE, etc.
I haven't changed it yet, am planning to do so next spring, but I have a poop pit and they free range, so there really isn't all that much poop in the sand. It was very cool for them in the summer, with the little heat we had. I haven't had a winter yet, though. I may well put 6" of pine shavings on top for the coldest months, then change it all out in the spring. We just built our nesting boxes, and decided to go with pine shavings there. I didn't want them spending an hour or more on cold sand in the winter. It's all working really well.