Sand, mud, dirt, grass and trails are excellent training surfaces. They force you to run slower for the same heartrate, giving you the main benefit of altitude training. The heart and lungs don't care if you are swimming, biking, or running at 10 minute miles in 6 inches of mud. The trouble with deep sand is that it gets in your shoes. It can also mess with your running form.
Packed sand can be so packed that it has minimal give.
Mostly though, you'll see your shoe imprints and you can run with your very best economical form. Soft or packed, make sure the slope, or camber is minimal. The low tide bar and the high tide bar are usually the best areas, but many yards shoreside can be good for really deep sand. Sand dunes will give your quads a great test of course. On steady run days, try a mixture of surfaces.