Many of the people sledding down the dunes suggested using wax on the sled. We used plastic saucers with no wax... we didn't break any speed records!
We found the best thing to use was the saucer type sleds. Plastic ones definitely worked better than metal and you can get them from Amazon or Walmart.com for $20 or less.
If you plan on renting, you have to stop at the Oasis store which is before you arrive at the park. Just a heads up, the line for the rentals last weekend was over 45 minutes!
Just a tip. If I remember correctly, you can't rent or buy any kind of sled within the park. Whatever you need, you have to get it before you reach the actual dunes.
You may bring sleds, cardboard boxes, whatever you have. But they do have things there as well.
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