I used to have sand but recently covered it with gravel. Sand won't get sucked into the filter if you keep the intake tube at a respectable level. As long as it isn't too low you shouldn't have a problem, even with lots of movement. Make sure you wash the sand thoroughly before you add it to the tank to get rid of any dust.
The only real differences using sand is that you should run your fingers through it when doing water changes, this will help release any trapped gasses/bacteria. I love the way sand looks (especailly tahitian moon sand), but I hate the way it makes the tank look dirty all the time, I used to gravel vac after every feeding (but maybe I'm just crazy). Remember, Ps are dirty little fishes, and chunks of food and debris are VERY visible on sand.