Sand King is a melee strength support/initiator whose abilities make him capable of dealing some of the highest area of effect (AoE) damage in the entire game.
Skills
Burrowstrike is skilled and maxed first.
Sand Storm is usually skilled and maxed second.
Caustic Finale is usually skilled and max last, unless you're a core and last-hitting, in which case its great at zoning out enemy melee heroes.
Epicenter is always skilled (levels 6, 11 and 16), and used to secure a kill during a gank or in teamfights for massive AoE damage.
Items
Starting Items: Courier and/or Observer Wards, Tangos, Healing Salve, Iron Branches.
Early Game: Flying Courier, Observer Wards, Boots of Speed, Magic Wand.
Core: Arcane Boots, Blink Dagger
Luxury Items: Aghanim's Scepter, Veil of Discord, Shiva's Guard, Black King Bar, Refresher Orb, Heart of Tarrasque, Assault Cuirass, Drums of Endurance.
Situational Items: Gem, Dust, Sentry Wards (vision), Smoke (ganking), Bracer (early game stats), Vladmir's Offering (team support).