I use sand in the coop, but not in the run. I love it for the coop. I scoop daily and it makes it so much easier to maintain. Plus, as a new chicken owner, it allows me to watch their poop, so I can see if there is an issue with illness. When I used pine shavings, that was harder to do. I am still learning a lot, but can monitor their droppings easily.
I use a semi deep litter method for the run, mostly because we get a ton of rain here (especially lately), and the sand would just wash out or compact.