When you reach a save point and there is a vase with an extra sand slot, destroy it to get the sand. Save the game, then fall off a ledge or get killed. Load your saved game and destroy the vase again. This will allow you to get unlimited sand.
To easily kill ninjas, use combo attacks and dual wield a dagger-like weapon while they aren't blocking (after you hit them once). Quickly press TRIANGLE, CIRCLE(2) when they are not blocking for a one-hit kill.
To easily kill the women, run towards a wall and press SQUARE to launch off the wall towards the nearest enemy and hit them. This is unblockable, but not undodgeable. This will also knock them down so you can stab them while they are vulnerable and use a combo on them when they get up.
When you see a ledge nearby, run up to an enemy and press TRIANGLE to get behind them. Immediately press Triangle again to throw them either behind or in front of you, depending on which way you aim the Analog-pad. If done correctly, you can easily throw enemies over the ledge and automatically kill them. This move works on all enemies except for shadow creatures, Thralls and Bosses. Of course, it also will not work when there are no big drops or if there are walls.