sand tends to crack and produce debris if you don't glue it down with a strong glue. I tried several products and found that commercial ballast is the best choice. or at least that's my opinion :)
I glue it down following the isopropyl alcohool / diluted matte medium or white glue method. pretty much like Joe Fugate's tecnique, explained in the first issue of "How to build realistic layouts".
Some good tips here-
http://www.trains.com/trccs/forums/1112825/ShowPost.aspx
Also, there's a downloadable PDF that Joe Fugate did that's excellent--I strongly reccommend it. The video is very well done.
Jim