Great Sand Dunes National Park in Colorado is high on my list of favorites. You approach the park on some very flat plains. Then, these very out-of-place looking 700 foot high sand dunes rise up in front of the snow-capped Sangre de Cristo Mountains. The triple contrast impresses.
I did not run on the dunes but on trails that skirted them. As you would expect the trails were very sandy and difficult to run on. I did about 10 miles or so on the park road as well since sand sucks to run on and the park doesn't have an extensive trail system.
The sand dunes are impressive. The day after the marathon I did some dune hiking and shot some video which is included at the end. I did not do any sandboarding but many people were. It just looks painful when you wipe out. Great stars at night.
Great Sand Dunes National Park is a must visit.