Rent a Sled or Board

Sand sleds and boards are specifically designed for this activity, and even they don't always work well. If you try to take your plastic Walmart sled or your snowboard out there, it just won't work. Sand isn't slick like snow and ice, so the only force working in your favor is gravity. Depending on where you choose to rent from, it's fairly affordable. The average is $20 a day, and if you share with your friends, that's a good deal. Check out this link to see a list of rental places.

Wear Sandals, Or Go Barefoot

Much like visiting the beach, the dunes are sure to get you covered in sand, and walking in it with anything other than good shoes is a great way to twist an ankle. My dad tried Crocs, and eventually abandoned them to go barefoot, I wore Chacos, and was fine. If it's not the summer (the sand can reach temperatures of up to 150 degrees Fahrenheit on a summer afternoon), or winter (the sand freezes over and rentals aren't available), going barefoot is okay. Either way, socks and tennis shoes will just get filled with sand.The national park's website has a page dedicated to safety that's worth viewing before planning your visit.

Wear Sunglasses or Goggles and a Windbreaker

When sledding or boarding, falling is inevitable. When you fall, you will be covered in sand. If there's any wind, you will also get covered in sand. The moral of the story? You will get covered in sand, and that may be unpleasant. To protect your eyes, wearing sunglasses or even goggles will help. As for the rest of you, wearing a light weight windbreaker will help protect you from windburn and keep the sand off of you. It's also not a bad idea to bring a change of clothes, so you're not sitting in sandy pants for your drive home.

Use LOTS of Wax

Sand sleds and boards are specifically designed to be very slick, so that they will slide. However, they're useless without wax. When you rent them, you are given a cake of wax, which you then put on the bottom of your sled or board. After you get a good layer of wax on, you then "buff" it, by sliding it back and forth on the sand. In my personal experience, the second trip down the hill after waxing is the best.

Go With the Grain

In order to slide effectively down a pile of sand, it's a good idea to go with the sand... not against it. Pay attention to where other people are sledding, and try to pick similar dunes and directions. If you go against the grain, you'll get turned around, and then your sled with dig into the sand and send you rolling down the hill. Let's just say I know from watching other people, rather than personal experience.

Survey the Terrain

When you're driving, it's important to watch the road. The same applies to sand sledding and boarding, but in this case you have less control. It's a good idea to pick dunes that are somewhat steep, in order to get momentum, and a smooth base, so you have time to slow down safely at the bottom. Watch out for harder surfaces, rocks, and weeds.