I use sand in the coop but not in the run. If you live in a dry area, sand might work for you, but if it is rainy or humid, you might want to look at other options. With a smaller run, if you have access to dead leaves, pine needles, and grass clippings, that works well. That is what I do, and the chickens love digging in it. It helps control mud and smells.
I collected leaves on a dry day and filled a few lawn bags, then I add leaves about once a week or so. I also add pine needles and grass clippings. I don't add pine shavings, but will be adding aged wood chips at some point, if it ever stops raining here.