I do a planted tank and never clean the substrate ;)
So much easier to maintain and do water changes when you don't have to worry about cleaning all the nooks and crannies.
Without plants though, the best you can do with sand is hover above it like said and get the larger particles. Get too close and you'll start sucking up the sand. Not a problem if you get a little on accident, but over time if you get too much each time you'll find yourself having to add new to replace the lost.
This is a picture of my sand tank, as you can see it's pretty clean even though I've never once used a vacuum on it.