I second Louey's advice. Rock first, wait for the inevitable heavy detritus from organic losses, syphon, then add sand.
In regards to the isuue raised by mjh this is what I do. Instead of placing the rock on the bare glass I build a eggcrate platform with legs made from pvc pipe. The legs are connected to the eggcreate with cable ties. I drill holes in the legs to allow critters to enter and exit. I make the legs about half an inch shorter than my desired sand bed depth.
Placing the rock on ghis platform does several things: It provides similar stability to placing the rocks on the glass. Animalsburrowing under the rocks will not topple them. It keeps life on the lower rocks from being burried and eliminates the need for dead base rock underneath. It keeps the rocks from compacting the sand as opposed to placing the rock on top of the sand which is the normal alternative to placing the rock on the glass. It also eliminates hard points on the glass and reduces scratching the bottom.
Just fill with sand about 1/2 inch aboive the platform and you're done. The downside is that it eliminates the use of larger burrowers. That's something I don't want in my dsb anyway, but some people may. I have had no problem using this method with nassarius, conchs, or any other small sand sifter. My sand beds on which I have used this method are the healthiest ones I have had. Just a thought.