I've had both and I like gravel a LOT better. Sand is annoying because it provides a nice flat surface to grow algae (although this only happened in one tank). It also makes it harder to fill up the tank during water changes because it is easily disturbed. I found it harder to clean as well, and you have to remember to stir it. It would get in the water during water changes, then it would settle on my plants and the lights would bake it on there....making it harder to scrub off and look terrible. Then there's always the fact that you don't want sand going down your pipes if you have a septic tank :/
I just changed out the last of my sand for gravel in fact. Either works fine, but I just like gravel better for the reasons above *shrugs* it's really up to you.
I changed over from glass stones to tahitian moon sand a few months ago and I don't mind it. I'm able to see any fish waste and vacuum it out of there so it doesn't cloud the water or get bacteria-laden. I do have to remember to stir it, and occasionally it does get stuck on the plants when i pull them out and rinse into the sink, but overall, i think the sand helps me keep my tank cleaner. When i want to rinse it, i just pour in a little melafix and swish it around with very hot water to get everything cleaned out. I definitely like it better than the glass stones, but I haven't had gravel in a long time so I couldn't compare the two. I do know that my fish did pick up a few pieces and try to eat them at first, but realized they weren't food and spit them out promptly. They were actually really fascinated with it. They swam to the bottom and stared at it and touched it and they seem to enjoy lying on it.