I'm doing one. You're talking about the Unity Sand Ceremony done in place of the Unity Candle, right? I'm definitely doing that. I thought it would be a much better keepsake than the regular ol' candle everybody uses. lol. Plus I just wanted to do something a little different.
I recently got my sand kit, looks like this:
People usually do do these kinds of ceremonies in a church. It's definitely not restricted to outdoor beach weddings.