If you don't have a fish that digs into the sand, then its better to keep your sand bed 1inch or less thick (makes cleaning really easy). When I start siphoning, I try to get as much of the waste from the top layer as possible. Then as I'm siphoning, I break/mix up the sand bed to prevent toxins from building up. Sure I lose a pinch of sand, but thats ok for me. My fish likes to dig into the sand, so I am required to keep all toxins out of the sand.
If your sand easily gets sucked out of the tank when siphoning, then I would stop siphoning and mix the sand bed before you continue siphoning.