I use pine shavings, and I haven't had any problems with it. Maintenance is easy, I don't think it could get any easier, just clean it out a couple of times a year, in between cleanings, just dump another bag in there. No tedious shoveling around with a cat crap sifter, and the coop doesn't smell. I'd bet a sand filled coop, if not REGULARLY cleaned, would stink a lot worse than a shavings filled coop. As sand does not absorb anything, you have to clean it a lot more frequently. I can see using sand in the run if you have some kind of mudhole out there. But in the coop itself, no.
Jack
Jack