The risks with sand is it can cause impaction. If not cleaned regularly, bacteria can accuminate in sand that could eventually cause problems with your dragon. Most people recommend paper towels, newspaper, butchers paper or non slip shelf liner for dragons under 10". Washed play sand is about the only sand recommended for dragons 10" long or longer. Then again, there are some who forego sand altogether and just use the non slip shelf liner. A few even make little sand boxes for their dragons to play in, and non slip shelf liner (or other non particulate substrate) everywhere else in the enclosure.
Personally I use plastic tablecloth as the substrate for my dragons, with a layer of paper towel underneath to protect the wooden bottom from leaks. With a little tape h ere and there, to keep the plastic tablecloth from shifting or rolling up on the edges, it has worked well for me. I am thinking of switching to the shelf liner as soon as I run out of plastic (bought a 3'x100' roll of plastic tablecloth for about $18 CDN over 6 months ago and I still have more than half left).
The reptile calci-sand is considered by most as the worse possible sand to use, except maybe crushed walnut shells. Impaction is the greatest concern with any sand but some are worse than others. I find it is easier to just eliminate the possible ricks of injestion of sand by not using sand altogether, not to mention the pain of vacuuming sand scattered all over the place and lugging 50 pound bags of sand around.