Yes sand will get into the filters. I use a medium weight sterilized concrete sand from the hardware store. There is a heavier weight, but it usually has to be optained from a plumbing specialty store, and I'm too lazy to make the extra effort. Sand subtrate, if it is too deep will compact and hold in gases in pockets dangerous to the fish. It should either be shallow, stirred frequently or have Malaysian Trumpet Snails, who will dig in the sand. Well, this is what I have been taught by others. I don't actually "know" from experience that fish can die from gases trapped in sand substrate--but it makes sense that things die, decompose, and become gas.
I use sand in several tanks, most actually. Most of the time I don't have a problem with it. Stuff gets in filters--snails, sand, fish, plants, algae. They have to be cleaned. If sand gets in too much it can damage some parts.
What kind of tank are you planning? Are you talking about large rocks or pebbles? Sand will filter to the bottom and the larger stuff will rise to the top. Seems odd, like it should work the other way around. But that's what it does.