It's the tires. Unless your engine isn't stock, the tire diameter will reduce your torque. Sand is pretty much the only offroad I do, as I live 50 miles from the sand dunes.
Air down as the others have said. Another good idea is to know an alternate route, if you're attempting a hill or something, no where to break off if you don't make it.
Sand conditions are a big complication too. If it's wet, compacted sand, you're pretty much golden, I've seen an Acura Integra far off the parking lot, in the sand. If it's nice dry, soft sand, that's another beast.
My friends brought their stock imprezas on the sand and over a seawall with no problem. It's awesome to see the truck guys' faces when an Impreza sedan or "station wagon" (Outback) goes flying by.
I've taken Ea81s, Ea82s, and my outback on the sand...I think the EA81s are the most fun.
Also, it helps to know the area. There's nothing like bombing off a 7 foot razorback.