So many heartbreaking posts on this forum make me say avoid sand altogether.
I know a lot of people say it's ok for bigger geckos, but it doesn't seem worth the risk. Our gecko loved it a bunch and was constantly digging in it so we were letting her enjoy it. Someone posted something here that inspired me to get up at midnight (couldn't sleep!), make my husband help me get the gecko out of the enclosure, clean the sand out entirely, replace it with paper towels and then go back to bed. Imagine my daughter's surprise (She's the gecko's real mom) when she awoke.
Anyway, paranoid perhaps, but we're awfully attached to this little lizard.
GeckoGirlsMom
(She does like to dig around in the moss in her humid hide now so she still has some digging fun.)