I've used gravel since I first got my betta, but I've had bad experiences with it. I don't know if I just didn't clean it enough, or what, but every time I cleaned his tank and put the gravel back in, the tank was foggy the next day. I switched to marbles, because I figured they'd be easier to clean, and so far, it's not foggy. I've had them for a couple days now.
To be honest, though, I wouldn't try sand. It may look pretty, but I think it would be a real pain to take out and put back in when you clean the tank.