They each have their pros and cons. The Diatomaceous Earth (DE) filter is supposed to filter finer material than a sand filter, but it requires adding DE after each backwash and it requires a complete teardown once a year. It also clogs a lot quicker and requires a lot more cleaning if opening a green pool. A sand filter is the easiest to maintain, but wastes a good bit of water when you have to backwash.
Having said that, lots of people here have sand filters (myself included) and their water is perfectly clear and very sparkly. Besides, you can add a cup of DE to a sand filter if you wish.
Personally, if something ever happens to my sand filter where I have to replace it, I'm going with a 200 sqft cartridge filter.