As students we used to ski down sand dunes on pieces of plywood. Pretty unsophisticated technique but the result was always a lot of fun (and occasionally some missing skin).
I'm sure there are still plenty of plywood dune boarders around, but today there are more sophisticated dune skiing and dune boarding options available. Have a look at the stylish video below (posted on youtube by CorCash):



If you'd like to give dune boarding or dune skiing a go it can be arranged in a number of excellent locations including Namibia (some of the largest dunes in the world), South Africa (right outside Cape Town) and Mozambique (Bazaruto).

(Readers on FaceBook etc... please go to original post for video)