Sand can cause impaction in geckos. While capturing insects, the gecko (especially young ones) can ingest pieces of substrate. In the wild, it is believed, leopard geckos may consume some substrate to gain the benefits of calcium. We don't think this is beneficial at all in our captive maintained animals.
A dish with a calcium supplement can decrease sand consumption considerable! For a substrate, a better option would be to use paper towel or ceramic tiles.
Here is a great links: From Hubpages- What is Reptile Impaction Pretty graphic!
And another photo of the effects of sand impaction.
You can see the dramatic effect of sand ingestion.
Here is a great shot of a leopard gecko terribly impacted (photo courtesy Kellie Dean