Rule No. 1 In The Sand
Everybody says amateurs can't get out of greenside bunkers because they're crushed by fear. Well, that's part of it, but the bigger thing is, they set up in a way that makes it almost impossible to hit a good shot. They get bad results, so the fear develops, but the root cause is a poor setup.
A lot of golfers treat bunker shots like pitch or chip shots. They set up with the ball in the middle of the stance and push their hands ahead so the shaft is leaning toward the target. That's fine if you want to hit the ball first, but in a greenside bunker you want to hit the sand first. With the ball middle, you catch it clean and skull it, or you try to shift back during the swing to get the club in the sand behind the ball. That's hard to do. If you go back too far, you hit it on the upswing—another way to skull it.
To set up properly, play the ball forward—opposite your front instep (below, left). Also, open the clubface before you take your grip. That will expose the bounce feature on the bottom of your sand wedge, which helps the club slide through the sand. With the ball forward, you can make your normal swing and enter the sand two to three inches behind it, the clubhead passing your hands through impact (below, right). That will happen naturally if you set up correctly, which is the best thing you can do to help your bunker game.
PLAY IT UP (LEFT): With the ball forward, you can swing into the sand behind it.
SLIDE UNDER (RIGHT): Let the clubhead pass your hands for a skimming action in the sand.
If your ball is in thick greenside rough, that's when you want to play the ball middle and lean the shaft forward. You're setting up a downward strike so the club's leading edge digs under the ball. Notice above, the clubhead is not passing my hands. It's more of a digging action, not the splashing or skimming action you want from bunkers.