The Reason for sand is it is easy to clean the urine soaks down and you just pick up the manure. Also Shavings get pushed out to the edges of the stalls and then the horses are back on hard ground and get the hock sores etc. The sand stays in place and supports the horses where they need it and doesn't pack down. My horses were on shavings and they all had the hock sores from laying down and the shavings getting moved out of the way. Since they have been on the sand they have completely healed up. Also if you have a horse with feet problems or arthritis it supports them where they need it.... Probably the biggest reason is savings. I add to the stalls maybe once a year, compared to shavings that I would be replacing and adding to daily.
Some people worry about sand colic but as I live in the desert my horses are already on PSYILLIUM daily (they get it daily because they are on dry lots), so them being bedded on sand doesn't make a difference, and I have never had a problem with sand colic. They love the sand also they lay down and sleep more than they use to. I have a walker that has arthritis is his back leg and before he was on the sand he would get up stiff in the morning and now that he is on it he wakes up fine without problems.
In the summers they love it when I wet down the top layer of the sand, it keeps the air around them cool and keeps their feet cool which is important in the summer.
I guess I should use the slogan:
"Save Trees use Sand"

Honestly I just think it is a better product and very cost effective.