I use shavings because of my deep seated hatred for sand. Not just in the coop, anywhere besides the beach (where I still dislike it, but it's at least SUPPOSED to be there)
I'm usually sitting down, kneeling, crawling, and doing all sorts of crazy things in the coop, and getting sand in my shoes and clothing, and then in my house, would get old REALLY quickly for me. I have to wage a serious war against sand from June-September (beach season), that's enough for me. I also find that kneeling and crawling on shavings is easier on my knees.
Also, and more rationally, I can feed the dirty shavings to my composting worms, whom I can then harvest and feed to the chickens.
I also like the smell of fresh shavings, and the aesthetics, so I throw a thin layer down nearly every day after I mix the bedding. I like to hang out with my flock, and pine shavings make scooping up poop a lot less of a chore for me, and more of a zen relaxation thing.