[July 2003] William R. Corliss' in his 'Handbook of Unusual Natural Phenomena' has collected a number of accounts of this unusual phenomenon, also called 'booming sands' or 'musical sands'.
If you do a 'Google' search (July 2003) on "singing sands" you will encounter over 4,000 pages referring to this name, but most are simply the names of hotels or beach-side resorts! When I last did this search in 1998 I only came up with about 100 pages.
In Michigan there are the Singing Sands of Lake Michigan "Throughout this region the sands near the water's edge, in dry weather, emit a peculiar but definite and unmistakable sound when the foot of the pedestrain pushes through them in an abrasive way. This unusual sound from an unusual origin is a source of great delight to children and an inciter of the curiosity of their elders, who, however, rarely pursue the subject far enough to arrive at an explanation for it. " [RichardsonW.D.:"The singing sands of Lake Michigan" From Science[NY],Nov.28, 493-495(1919)].
"On Oct. 4, 1999 a crew from the UNR Geological Sciences program met Dr. Franco Nori of the University of Michigan, Dr. Nick Lancaster of the Desert Research Institute, and documentary filmmaker Brando Quilici at Sand Mountain about 90 minutes east of Reno. Dr. Nori had written an article for the Sept. 1997 Scientific American about booming and squeaking sand dunes; Dr. Lancaster had spent time tracking sand-dune movements in sub-Saharan Africa. Brando Quilici was preparing a segment on Sand Mountain for a video titled Burning Sands, which played on the Discovery Channel in 2000. [The Sound of Seismic Singing Sand].
September 1997 Scientific American had an article by F. Nori describing how the sounds are produced.
There is an extensive bibliography of articles in newspapers and journals about 'booming sands' at Sound-Producing Sand Avalanches
There is an AIP radio program about them at Science Report Radio
There is a student education site about sand that discusses Musical Sand at Rhode Island Beach Sand page
You can buy a video program about Raging Sands at Ambrose Video Publishing
An historical review of Wailing Sands is at 'The Wailing Sands' by Is'Dihara al-Hakima bint Durr
There is even a map of where to find them across the world at World Map of Singing Sands
The bottom line is that the physics of how the sound is produced and the special circumstances required are no longer a mystery, but still, I think it would be a wonderful personal experience to stand near one of these sand dunes and listen to its song!