well, actually its not TOTALLY unheard of. not the best practice in the world though.
what type of system are you going for, tropical or cold salt tank? if you're going northern atlantic you may actually WANT that bacteria. The sand though can be sorta nasty. Imagine getting cigarette butts, body lotion, soda, food, glass, etc etc etc in your sand. I guess if you filter and filter and filter and boil and do all sorts of stuff it would be fine. BUT if you're doing north atlantic you may want to swim off the beach a while and get the sand from under the water for the bacteria and livestock that live in that water.
Just remember, check with local authorities first. double check for hitchikers in the sand and make sure you know what it is.