I agree with Jacquelyn above, it depends on their end goal. If someone is looking for an intense run that works extra leg muscles (including lots of calves, ankles and foot muscles), adding sand runs to their workout routine is definitely a good challenge. Like any new activity, it should be added in by slowly increasing frequency, intensity, and time.
However, if someone is training for a running race (I.e., 5k, 10k, half-marathon, etc), most of those races occur on hard surface. In this case, the runner needs to be trained to run on concrete or whatever the surface is for the race course. If the runner has only trained on sand, grass or even treadmills, their joints and muscles will not be prepared for the harder impact. Although they will have strong legs and will have built up endurance, it will most likely cause injury to one or many muscles and joints. That being said, adding in a training run on sand, trails, hills and/or grass once a week or even every other week is a good way to recruit more muscle involvement in their running pattern and break up the monotony of run training.
I think both carry a high risk of injury for the personal new to running. It’s a double-edged sword.
If a person’s environment is primarily sandy, then perhaps their body has made the appropriate neuromuscular adaptation to walking or running on sand.
I am a city dweller, the only place we have sand in NYC is in the sand box in Central Park. Hence, running on sand would prove to be a real challenge to me as I am not accustomed to it.
Having said that NYC concrete would be my choice. Loads of impact but great stability.