You want to be careful of a few things when using ocean water straight from the ocean. If possible, get your water from the gulfstream. ( This requires a boat.) If getting from shore, you want water from an incoming tide not an outgoing tide. ( too much crap from the inland in outgoing water.) You'll also want to wait about 30 minutes after the tide turns to collect your water. As for the sand, you do run some risks of pollutants in beach sand so if you use sand, go out a bit from the shore to collect it. Keep in mind tho, this does not guarantee clean sand, it's just "live" sand.
Here's the things you need to be concerned with:
Ocean water can carry pollutants so the water should go into a holding tank first not directly into your tank(s). Use a test fish in a small tank to confirm there is nothing toxic in the water before adding it to your main tank. Bad water usually kills fish in under 24 hours. ( I used hospital tanks with a domino damsel to test water. They turn white in polluted water.)
Because diseases and parasites can be in the water, you always want to have a UV sterilizer or Ozonizer on the holding tank to eliminate any disease issues. ( I only used UV and prefer it to Ozone.)
Because there are so many people who visit our beautiful FL beaches
, you never know what they leave behind in the sand.
You want to collect sand from the most pristine places whenever possible.
I ran fish businesses in the Miami / Ft. Lauderdale areas for over 30 years and only used natural water that was trucked in by a service. They followed the suggestions outlined above and I only had 1 issue that I can remember which happened when they got to the water too late and the tide had already started to turn.
As for which is easier, depends on what kind of access you have to the water. The tap is always there but then you need to filter it. The ocean is always there but not always at the right stage to take water from it. Which do you think is easier?
Hope this helps