I love sand! I use black diamond blasting sand (found at tractor supply company) 30/60 grit, but a lot of people prefer pool filter sand (found at pool supply stores, and some hardware stores) because it's easier to rinse and is heavier so it doesn't cloud the water as much.
I vac by putting the tip of the siphon about 1/2"-1" above the substrate and all the waste will come up, while the sand which is heavier stats down. You will vacuum some of it up, and will have to add more occasionally, but not often, I haven't had to in the 6 or so months that I've used it.
Some people do notice issues with Cory barbells in sand. It's supposed to be better on them than gravel, but sometimes on lighter/finer sand the waste can get trapped in it and will eventually get to the point where it's harmful. I don't know how much of a rarity or regularity it is, but I haven't experienced it.
It's also a lot easier to plant in than gravel, but unless you have some sort of root tab, soil, or eco complete type substrate under it you'll have problems with root feeders as it's so compacted that nutrients have a hard time getting to the roots.