@Aaaron, please don't kill the poor things... They aren't being mean on purpose, that's just what they do to survive. Plus, a LFS might give you some store credit for a matched pair. Or, if you gotta kill them, at least make it quick...
Here's what they need to be happy:
Couple inches of reasonably small sand
Plenty of rock, as they burrow mostly under rock
Handful of rubble bits/shells for material. Largeish flat shells are great because they make arches around the entrances out of them and you get to watch.
Nothing that's going to constantly attack them
Meaty foods
And that's about it. Also, don't put corals on the sandbed, they'll bury them with the sand they haul out, as mentioned above.
They do tend to grab anything small that's close to them so they can use it as material. I suggest either putting your corals several inches above the sand, using big corals, or just making sure they're attached well. IMO, provided you don't have really expensive sand-sitting corals, the occasional "gotta rescue the coral from being a door" moment is well worth the entertainment value they provide.