Sandy soils, unlike clay soils, do not retain moisture well.  If the water filters to quickly through the soil, then plants might not have enough time to absorb the moisture before it moves through the soil.  So which trees will do well in sandy soils?  There are a number of options if sandy soil happens to be an issue in your area.

There are several evergreen trees that will work well in sand soils.  Pine trees are great and there are several to choose from.  The Austrian Pine (Pinus nigra), Eastern White Pine (Pinus strobus), and the Red Pine (Pinus resinosa) are a few that would work well.  These are rapid growing varieties (in good growing conditions) and all are great for wind breaks.  There are other evergreen trees that will work.  A couple of good examples include the White Spruce (Picea glauca) and the Eastern Red Cedar (Juniperus virginiana).

If you are wanting something other then evergreen trees, you may want to look for an oak tree.  There are several types that are adaptable to sandy conditions.  The Pin Oak (Quercus palustris), Bur Oak (Quercus macrocarpa), and the White Oak (Quercus alba) are just a few examples.

If you are still looking for more options there is always the Russion Olive (Elaeagnus angustifolia) or the Sour Gum (Nyssa sylvatica).  There are quite a few trees that will grow in sandy soils.  It just takes a little research to make sure that one you are looking at is adaptable to that environment.  For more general information check out this site from Purdue University:  http://www.hort.purdue.edu/ext/HO_225.pdf.