Sand would need sealing in, usually with watered down pva glue,before painting. but including the bases in the priming wouldnt hurt ontop. Brush painting is fine though.... I find it just saves that little bit of wear and tear on the brushes, as sand is a pretty rough thing to paint for the bristles.
To the point that I've stopped using sand
tbh, I bought a 500ml tub of Windsor and Newton Mineral Texture Gel (they do others.. sand, black pummice...and some more, Liquitex do them too)
Its a similar effect to the citadel texture paints, only colourless; mix with a colour if you like, or paint over, or both. Think the 500ml bottle cost me about £10 and its looking to last a long time yet (based an army of 2-3k of dark angels with it so far and not even 25% used)
edit; sand or texture gel it doesnt matter -
apply texture and any rocks or general stuff you want on the base
if its sand,or any other porous material, seal it in as described above,
prime it the same way you prime the model before painting, most commonly this is a black spray (although I urge you to convert to grey primer

for reasons not related to this thread at all)
Paint it up however you like.
apply any grass or snow flock, or other effects you might have that dont need painting.
Seal those in with spray varnish as necessary.
mount the model tot he base, ideally with pins, but maybe just glue.. remember lots of super glue leaves unsightly white marks a good reason to pin and use minimal glue here. (if you choose to mount at the end, if you paint while attached to the base ignore this step)