No shot in golf comes with more mental baggage than the sand shot. Virtually every amateur, upon climbing into a bunker, starts ticking off a mental checklist of set-up and swing keys -- open stance, open clubface, swing out to in, hit two inches behind the ball, follow through, and so on. As a result, by the time they have to hit the shot, they're so loaded down with mechanical thoughts they can hardly take the club back.
Why do amateurs think so much in the sand? Because they've been told to. They've read the instruction in books and magazines, taken lessons with teaching pros, even listened to their golf buddies (who can't get out of the sand themselves). All this advice leads to either indecision or confusion, both of which defeat the purpose of having a plan in the first place.
Here's a better idea: Keep your approach as simple as possible. Get into a comfortable set-up and simply focus on swinging the clubhead under the ball. Clear your mind and you'll find more success in the sand.
The only true fundamental for greenside bunker shots is getting the center of gravity of the clubface under the center of gravity of the ball. If you do this, the sand you displace will force the ball upward with enough loft for most situations. Don't get me wrong: There are mechanical keys to playing extra-high shots or for generating a lot of backspin, but for a basic, get-on-the-green bunker shot, swinging the clubhead under the ball should be your primary thought.
Set-Up: Simply Square
Remember this: Your sand wedge has been designed to hit sand shots. Unless you have a tall bunker lip to carry or no green to work with, you don't need to generate more loft or spin than your sand wedge produces by design. Simply assume a square set-up, meaning set your feet and body lines parallel to the target line and the clubface straight at the target, and play the ball in the middle of your stance. This puts you in position to make a very uncomplicated swing.
Now you're ready to play the shot. Without letting mechanical thoughts distract you, swing the club up (far left) and down into the sand, focusing on dropping the clubhead lower than the ball. This simple thought will naturally steepen the angle of your swing.
Swing: Up and Down
Despite what you've probably been told, do not try to make a full follow through. Impact with the sand kills the momentum of the swing. A long follow-through in the sand means you're probably swinging way too hard. With some practice, you'll learn how much effort is required to pop the ball onto the green by displacing the sand under it. Until you can do this consistently, stick with this technique for all your bunker shots.