Depends on how steep the slope is, and how sandy the soil is. All sand? Sandy soil? How big is the hill?
This post is for a large hillside, with easy to moderate slope.
If the slope is not that steep, you can just use coarse mulch to keep water from running off and taking sand with it. Bark is probably not the best here, as it tends to shed water itself. Use tree chips or "hog fuel" instead.
Choose plants that thrive on sandy, sometimes dry soil. When you bring the plants home from the nursery, remove and rinse off all the potting soil and plant it bare root into the soil (the potting soil can be left on top). You want the plant to acclimate to the native soil and the potting soil around the roots will make that difficult.
To dig, pull the mulch aside and dig your hole, making sure the soil level comes just over the top of the upper roots. Push the soil back first. Water. Sandy soil does not tamp well, so a watering should suffice to snuggle the roots into the surrounding soil. Push the mulch back, careful not to inundate the base of the plant.
Water frequently, not deeply. Sandy soil does not retain moisture as well. The sandier it is, the lighter and more frequently you should water as the plants establish themselves. I would run a soaker hose underneath the mulch, on top of the soil, instead of trying to water on the surface.
Keep the mulch piled on. Despite what you hear, very few shrubs will balk at the mulch layer on top. Rock roses are a notable exception, and peonies and bee balm (perennials)--others I can think of wouldn't (or shouldn't) be planted on a sandy slope any how.