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I do coarse sand in my covered run/pen and inside the coop. I love it. Super easy to keep clean by using a litter scoop each morning. Takes about 5 min. If the birds are inside your run 24/7 I'd make it at least 4" deep as they will use it for dust baths, too and they'll kick some of it out. It's cheap and easy to refresh if you get it at a gravel pit or concrete company. In the coop I only have about a half inch. Just enough to make it easy to clean. If there's a wet spot I just push the sand aside for the day to let the floor dry. It's a plywood floor that I've primed and painted twice with exterior paint. It's holding up extremely well. Almost 4 years now. If you click on "My Coop" below my avatar you can get an idea.
The biggest lesson for me was to be sure it's covered and to slope the ground so that any rain that hits the adjacent land doesn't drain in their run. In our case there's an asphalt driveway adjacent to the fence. It was sloped just right so the rain ran directly onto our property.