Use live rock for your sure. If you get it shipped, or even transport it in a bucket from your local fish store, their will be die off. That die off will help jump start your cycle. If for some reason that rock was cured and experiences no die off during transport (which I doubt) you can sprinkle a little food in there to help it get going.
The way I do it: I put my sand in, followed by the rock. I aquascape it the way I want without water in the tank. Makes things a whole lot easier. Then I fill the tank with my already mixed water at 1.025. I use a pump to add it from the container it is in to the tank. Cycle can take anywhere from a couple of weeks to a couple of months. Every tank is different. Adding sand wont do much in terms of the cycle, it is more of the dying bacteria that allows a cycle to kick start.