I got a male Western Hognose like a month and a half ago and I use Aspen Bedding. Aspen works absolutely great for Hognose snakes. The substrate keeps their tunnels they created underneath and it makes them feel pretty secure. The problem with sand is that it can be injested resulting in the snake becoming impacted. Impacting is not a pretty thing either. The snake would eventually refuse food because it would not be able to pass the digested food. Never use sand with any snake, really.

Hognoses are really fun to keep and are beautiful snakes. I'm sure you'd really enjoy keeping one. :]