I honestly haven't driven our X3 in deep sand. I have driven in sand though, with vehicles from Broncos, to Expeditions, to Subarus. I wouldn't hesitate to take our X3 onto the sand, if the conditions were reasonable. First question is whether you have experience in those conditions. If so, you will be ahead of the game, no matter which vehicle you use. Keep the revs up if it gets soft, keep your momentum up, and so on. Second point is that it is generally useful to lower tire pressures (I would go down to 18-20 psi) but you do need a way of reinflating the tires before driving on regular surfaces.

__________________
2007 X3 3.0si, 6 MT, Premium, White

Retired:
2008 535i, 6 MT, M Sport, Premium, Space Grey
2003 X5 3.0 Steptronic, Premium, Titanium Silver
2002 325xi 5 MT, Steel Grey
2004 Z4 3.0 Premium, Sport, SMG, Maldives Blue