Sandbox Toys can be broken down into two categories: "Little Kids" and "Bigger Kids".
When your children are younger, and just starting out in the sandbox, the tactile feel of the sand is probably the most important feature. That's why they like to take off their shoes and socks so they can really feel the sand.
Our kids' first sandbox toys were old spoons, pots and empty yogurt containers. It's really quite amazing how long young children can be entertained by something so simple. Simple is often best.
As our children grew older they took old toys out of their toy basket in the house to play with in the sandbox. These were supplemented with a variety of "store bought" pails and shovels and eventually bigger toys to round-out their sandbox toy collection.
We found that the toys we ended up purchasing for our sandbox were driven very much by each individual child. Our oldest, and the first in the sandbox, was a boy that really enjoyed big trucks and road construction equipment like graders and bulldozers. Our second child was a girl that preferred Barbies, dollhouses and pretend tea parties. She also took great delight in messing up the roads that her older brother took so long to build; but that's a story for another time.
Each child has his or her own special toys that they enjoy playing with. Fortunately, there are so many great sandbox toys to choose from for your children. If your daughter would prefer a dump truck to Barbie she can have still have her dump truck in pink, if she would like.
Obviously as your children grow and want bigger toys the smaller, plastic, all-in-one sandboxes won't be large enough. That's when you will have to look at a sandbox kit or consider building your own design.
Also, many sandboxes are capable of storing toys right in the sandbox when they aren't in use. This is a really handy feature, as it makes the sandbox more readily available/usable, and one less thing that someone has to do (usually Mom or Dad) each time junior goes out to play. With respect to storing toys in the sandbox I would just add, that metal toys will tend to rust and wear out quicker when left out in the sandbox, so purchasing the plastic version is generally a better option.