Eric -
My sally spent most of it's time picking at stuff on the live rock. I never saw it down on the sandbed during daylight hours - not sure what it was up to at night - the few times I saw it at night it was hanging out in rock crevices.
After about 4-5 months I noticed it growing fond of my coralline algae. Such an appetite - it went to town on the stuff - and I removed it from the tank.
I ordered brittle stars from this site and they spend most of their time under a ledge of rock at the sandbed. At feeding times - they reach out and grab bits of food that get past the fish.
Occassionally when I am feeding corals/fish silversides or mysis , they act very bold and come flying out and move quite fast across the sandbed, almost like they smell the food. I'm sure they sense it somehow.
Fun to watch - and IMO - great excess food scavengers.