I guess you were asking about cleaning in regards to general tank maintenance. In that case, Randy is spot on: just skim the surface to get any of the stuff on top. You might loose a little bit of sand, but...... it's just sand. Pool filter sand is better than play sand in my experience though. I suck up a lot more play sand than I do pool filter sand.
If, by chance, you were asking about cleaning the sand PRIOR to putting it in the tank: my favorite way I've used thus far is to pour the sand into a Home Depot bucket; stick the garden hose in the bottom; and let it run until it is essentially clear. Much less frustrating that constantly running your hands through it trying to get rid of all the smallest particles.
