It's a matter of genus. Species of the following genera do not require sand:
Cirrhilabrus (fairy), Labroides (cleaner), Paracheilinus (flasher), Pseudocheilinus, Pseudocheilinops, and Wetmorella (possum).
I'm not willing to list common names, because firstly they're not universal but more-so there are 75+ unique species covered by the above.