Awlgrip also sells rubber bits (griptex, I believe its called) to add to the paint. We used a mix of grits - they make it in several sizes - and sprayed it on. It made for a smooth, uniform attractive finish, though not the best nonskid, especially immediately after painting. The first season was a bit slippery, but it did wear in and get better.
Using sand can work, but use good white sand or it will get ugly when you eventually wear through the paint.
Have also seen a very aggressive non skid developed with thickened gel coat rolled on. The roller " pulls" the thickened mix into peaks as the nap rolls off the surface. In one case it was so aggressive that it required sanding and repainting to make it easier on the knees and bare feet. However nobody ever slippped on the surface!
It's always a bit of a compromise between effectiveness, appearance, and ease of application.
The glue down "Treadmaster" style is probably one of the best, but costly and the dark colours can get very hot underfoot in the summer heat (as can darker coloured contrasting non skid paint) When we painted as described above we took a medium grey deck and painted it white because in summer bare feet on the grey was like walking on hot sand.