Shoppers on a tight budget can opt for premade plastic sandboxes with covers. These are cheap and don’t warp either. But the cheaper ones tend to be flimsier than wooden sandboxes.
The last thing you need is the plastic lid blowing off in a wee bit of gust and the sandbox getting flooded, or doubling up as a litterbox for wandering critters. Even worse, it may end up as a resting place for the legless variety. Yikes!
Wood is the gold standard in sandboxes, with cedar being the most obvious choice. The only drawback is that it’s not pressure treated and tends to splinter occasionally.
If you willing to loosen the purse strings a little, you can get a sandbox made of pressure treated lumber. Just ensure that you are aware of the chemicals used to treat the wood. You don’t want anything toxic to leech out into the sand.