First, and most important is what animals are you planning on keeping. Second is how much time do you want to spend on maintenance. Third would be what look are you going for.
How much life do you seriously think is in a bag of wet sand with 0 oxygen sitting on an lfs' shelf have?

Remember you will also get tons of different opinions on any question you ask.
I started many years ago with a FO with crushed coral which I vacuumed weekly removing detrius. Very easy to vacuum, would not get sucked up into the tube, and therefor go down the drain.
Second set up was with "Southdown" sand, loved the look, but vacuuming was pretty tough to do with out loosing sand. Therefor skimming the sand was the way to go with muck being built up below.
I now have very fine
ESV sand - same issue as above. Can't really do deep vacuuming without loosing sand down the drain. Not really concerned with loosing sand, I much prefer to loose the sand then to build up detrius under the sand bed.
If I had to do it all over, I'd probably go with a mixture of both. Love the look of sand, love the ease of crushed coral.