A bucket of sand can be obtained by using empty bucket with a sandpit, and is used on a furnace to create molten glass (which is used in Crafting and Construction), provided that they also have soda ash.
Since sand pits are not very common, players may find it much more convenient to buy a bucket of sand, e.g. from Trader Stan in Port Sarim, or from talking to Bert after completion of The Hand in the Sand quest. It can also be purchased with reward points in the minigame Nightmare Zone, although it is much easier to simply buy it from others. Earth implings will occasionally give 4 noted buckets of sand upon looting them.
A good method to gather buckets of sand is to move your house to Yanille (requires 50 construction) since there is a sandpit next to the POH , then use either a games necklace to Barbarian Assault or a ring of dueling to Castle Wars.
A method of banking after filling buckets with sand favored by Ironmen is to use the Camelot teleport on a PvP world, as there is a Bank Chest next to the teleport. (It is recommended to use a Dust Battlestaff as it allows for you to take more buckets). Caution must be used, as the sandpit in Yanille is in a dangerous area.
Another method of filling buckets, which has lower requirements, is to fill them in Zanaris where there is a sandpit near the bank. One can also carry soda ash while doing this and use the furnace to make molten glass on the way back to the bank. Buckets weigh a significant amount so weight reducing armour, such as full graceful, is recommended while using this method.