I see a lot of amateurs set up poorly in the sand, especially with their lower bodies. They stand with their legs fairly straight and their body weight equal on both feet, like they would for a normal iron shot. But when you do that in the sand, you tend to fall back on the downswing and hit way behind the ball, or else thin it.
Instead, copy Sergio Garcia (above). He's a very good bunker player, and a lot of it has to do with his setup. Not only does he favor his front foot when he addresses the ball, he gets into a wider stance with his knees noticeably bent and facing toward the target. This lower and wider stance keeps his lower body stable and allows him to hit down and through the sand starting just behind the ball. And pointing the knees somewhat toward the target helps him complete the swing, keeping the clubhead moving well past impact. The result is a textbook bunker shot.
The first thing I learned about bunker shots was to follow through and finish high, keeping the left arm moving through the shot. I think that's still good advice today. I know many amateurs are afraid of hitting these shots too far, so they stop the clubhead in the sand. Trust me, if you swing through the sand and keep your left arm moving, the ball won't fly too far.
Tom Watson is captain of the 2014 U.S. Ryder Cup team.