Well we have sand in our tank, it's a bit of a nuisance to clean sometimes, and when axies make sudden movements they're covered in their own spa of bottom sand! But we haven't had any serious problems with them, today my sister told me she read on another forum that Axolotls ingest sand, and it can accumulate in their bowels thus causing some stress, disease or injury, but then again! That's why we're in Caudata!! No, seriously. Can anyone back this up? It kinda got me worried.
Other than that I say that sand and a couple of cobble stones, and lots of hideouts will make the axies more than happy.
But that's just me!