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you need to build something like 4-4-0 because of the mana costs for a start, it will take a while to tick up and steal anough last hits for arcanes so the lowered mana cost of sandstorm helps a ton. Also sandstorm pushes, and really sk is a semi-support not a last hit stealer and really shouldn't be pushing at lvl 4. Personally I pull the wave for my carry and as such jungle a bit anyway however I also roam a decent amount if my carry is nice and safe because sk really must be played aggressively so if in a defensive tri-lane you should be roaming mid when possible in most cases
A few things wrong with this guide, which others have mentioned.
Aghanim's is really not that good on Sandking. For 4200 gold, you are increasing your ult damage by 220. Compare that to Veil of Discord (which is much cheaper, has better build up and increases your team mate's damage as well as your own), it's 25% damage boost is much larger than 220. So it's cheaper, increases your own damage by more and increases your team mate's damage by more. It is the better item choice. The 20 seconds off your ult cooldown is not significant enough a reason to get the sceptre.
Secondly, Caustic Finale has no place on a support Sand King (you mentioned in your guide that you are playing him as support) until laning is finished. If you are applying caustic finale to creeps, even if you carry is getting the last hits, you are pushing the wave. That will help your opponent and will only hurt them if they go close enough. When the wave pushes, they get free exp under tower and a much safer position in lane. And if it is doing aoe damage to creeps, there's a good chance your carry will lose farm. You are hurting your carry by harassing with Caustic Finale, it should only be taken early when you are farming as Sand King.
Thirdly, you severely underestimate Sandstorm. The damage isn't worth mentioning? 100dps isn't worth mentioning? In a huge aoe? While stealthed? If you Channel Sandstorm for 2 seconds after you ult, you have got about the same damage as buying Aghanim's Sceptre. It allows you to do damage to their entire team while your burrowstrike is on cooldown in team fights. It does more damage than running around auto attacking a single guy. It gives you an escape, it is a better zoning tool than caustic (they can't come near the creep wave unless they want to take Sandstorm damage and risk a Burrowstrike into more Sandstorm). It disjoints projectiles, it allows you to kill stacked jungle camps without taking a single hit of damage, getting you blink dagger faster than Caustic Finale ever could. It's one of my favourite abilities, I cannot believe you can't see it's potential, it's a skill that does everything.
Just saying that the guide is for "beginners" doesn't mean you have to give less than optimal item and skill choices, and you should be giving advice to new people about stacking camps to farm with Sandstorm, that's the kind of thing that new players come here to learn.
I'm definitely not saying that's a bad tactic. It's a really good one, in fact. The thing is, this is for new players. Anyone who has played Dota longer than a month or two should already know everything in this guide, other than a few of the item choices that you don't see that often. There are more in-depth guides to Sand King on this site that are better for more experienced players, but most people in the level 1-5 bracket (who are my target audience I guess?) aren't going to be doing a lot of ancient stacking or creep pulling, just because those are kind of above their skill range. This guide is just a kind of basic how-to of Sand King. I'll probably add chapters eventually with the stuff you've mentioned, but for now it's just a simple guide. Check the title ;)
Also, I'll probably move Arcane Boots to after Blink Dagger. I made this guide based on my experience, and I've never really had any issue getting them in the order I have. But I can see how blink is a more logical decision in most cases. Thanks for the feedback.
In my opinion, if you aren't exploiting the jungle ability of Sand King you've chosen the wrong Hero. For example, an Earthshaker can roam better and does arguably the same teamfight damage if played properly; going Arcanes into Urn into Blink on him is fine (though I'd skip the Urn) because he can't achieve a fast Blink by any means and has to get cost-efficient items that keep his mana high. On the other hand, Sand King can wreck teamfights with a fast Blink Dagger, and he can easily afford one just by stacking big camps (and a support should always be able to stay away from the lane for 20 seconds to stack a camp) and pulling, farming them whenever he has some spare time.
The reason I don't take more early Sand Storm is because this isn't a jungle guide at all. Unless you're just grinding a few hundred gold to quickly finish an item off, you shouldn't be in the jungle with Sand King unless you're warding. Caustic Finale is free damage on melee heroes who are near the creep waves most of the time, like Axe or Wraith King. It can really discourage them from jumping in the middle for last hits.
I include Aghanim's Scepter because your ult is basically what the hero is all about. Veil is a good item on him, I just don't feel like its usefulness outweighs that of Agh's. If you have a team full of casters and nukers, then Veil could be moved up to core. The thing is, a lot of those heroes like Zeus already build a Veil and you just need one. Agh's has better stats and isn't that difficult to build, and that's why you'll want to build it over Veil in most games. That being said, Veil is still a great item that has its place, but that's why it's situational. If you're the only one taking advantage of its active, it isn't really worth spending the gold.
I personally don't like this build: Sand King is usually played as a semi-support, and as such he doesn't get much gold early on. Considering the average time for a pair of Arcane Boots is 10-15 minutes and the Urn takes at least 5 more minutes, you'll get a very late Blink Dagger. Also, since the 6.80 patch, the Sand Storm has a huge area of effect even at level 1 and 2, so you can use it to stack and farm jungle creeps instead of soaking up experience in the lane.
After that patch, the "best" build I tried is going Boots of Speed into Blink Dagger, buying a Magic Stick (or Magic Wand if needed) for burst mana: you can double or triple stack a camp and, as soon as you reach level 3, go with double points in Sand Storm and farm it for a good amount of gold; repeat it three or four times and you can easily have a 15 minute Blink Dagger. Consider doing this in a trilane or with a carry that doesn't need much support like Weaver or Slark.
Basically, it's the same reasoning of ashwinthegrim, and I also agree about the Aghanim's Scepter: Veil of Discord and Force Staff are cheaper items that help you more, depending on what you need (extra teamfight damage for a low price or mobility/counter initiation to Power Cogs and Sprout).
Early point in Caustic Finale is unnecessary. Instead, go for more Sand Storm since it'll help you in jungling.
Also, your item build delays your Blink Dagger.. a lot... My preferred item build is to start with a couple of Clarity, go into Boots of Speed, then rush the Blink Dagger right after that. You don't need to delay your blink for upgraded boots, since your blink will increase your ganking efficiency exponentially.
Also, I'm not a fan of picking Aghanim's Scepter on a Sand King. It seems a selfish pickup. Instead, a Veil of Discord is a great choice, since it not only increases your damage output, but also helps out your entire team. Moreover, it is cheaper, and has an easier buildup.
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Aghanim's is really not that good on Sandking. For 4200 gold, you are increasing your ult damage by 220. Compare that to Veil of Discord (which is much cheaper, has better build up and increases your team mate's damage as well as your own), it's 25% damage boost is much larger than 220. So it's cheaper, increases your own damage by more and increases your team mate's damage by more. It is the better item choice. The 20 seconds off your ult cooldown is not significant enough a reason to get the sceptre.
Secondly, Caustic Finale has no place on a support Sand King (you mentioned in your guide that you are playing him as support) until laning is finished. If you are applying caustic finale to creeps, even if you carry is getting the last hits, you are pushing the wave. That will help your opponent and will only hurt them if they go close enough. When the wave pushes, they get free exp under tower and a much safer position in lane. And if it is doing aoe damage to creeps, there's a good chance your carry will lose farm. You are hurting your carry by harassing with Caustic Finale, it should only be taken early when you are farming as Sand King.
Thirdly, you severely underestimate Sandstorm. The damage isn't worth mentioning? 100dps isn't worth mentioning? In a huge aoe? While stealthed? If you Channel Sandstorm for 2 seconds after you ult, you have got about the same damage as buying Aghanim's Sceptre. It allows you to do damage to their entire team while your burrowstrike is on cooldown in team fights. It does more damage than running around auto attacking a single guy. It gives you an escape, it is a better zoning tool than caustic (they can't come near the creep wave unless they want to take Sandstorm damage and risk a Burrowstrike into more Sandstorm). It disjoints projectiles, it allows you to kill stacked jungle camps without taking a single hit of damage, getting you blink dagger faster than Caustic Finale ever could. It's one of my favourite abilities, I cannot believe you can't see it's potential, it's a skill that does everything.
Just saying that the guide is for "beginners" doesn't mean you have to give less than optimal item and skill choices, and you should be giving advice to new people about stacking camps to farm with Sandstorm, that's the kind of thing that new players come here to learn.
Also, I'll probably move Arcane Boots to after Blink Dagger. I made this guide based on my experience, and I've never really had any issue getting them in the order I have. But I can see how blink is a more logical decision in most cases. Thanks for the feedback.
I include Aghanim's Scepter because your ult is basically what the hero is all about. Veil is a good item on him, I just don't feel like its usefulness outweighs that of Agh's. If you have a team full of casters and nukers, then Veil could be moved up to core. The thing is, a lot of those heroes like Zeus already build a Veil and you just need one. Agh's has better stats and isn't that difficult to build, and that's why you'll want to build it over Veil in most games. That being said, Veil is still a great item that has its place, but that's why it's situational. If you're the only one taking advantage of its active, it isn't really worth spending the gold.
I personally don't like this build: Sand King is usually played as a semi-support, and as such he doesn't get much gold early on. Considering the average time for a pair of Arcane Boots is 10-15 minutes and the Urn takes at least 5 more minutes, you'll get a very late Blink Dagger. Also, since the 6.80 patch, the Sand Storm has a huge area of effect even at level 1 and 2, so you can use it to stack and farm jungle creeps instead of soaking up experience in the lane.
After that patch, the "best" build I tried is going Boots of Speed into Blink Dagger, buying a Magic Stick (or Magic Wand if needed) for burst mana: you can double or triple stack a camp and, as soon as you reach level 3, go with double points in Sand Storm and farm it for a good amount of gold; repeat it three or four times and you can easily have a 15 minute Blink Dagger. Consider doing this in a trilane or with a carry that doesn't need much support like Weaver or Slark.
Basically, it's the same reasoning of ashwinthegrim, and I also agree about the Aghanim's Scepter: Veil of Discord and Force Staff are cheaper items that help you more, depending on what you need (extra teamfight damage for a low price or mobility/counter initiation to Power Cogs and Sprout).
Also, your item build delays your Blink Dagger.. a lot... My preferred item build is to start with a couple of Clarity, go into Boots of Speed, then rush the Blink Dagger right after that. You don't need to delay your blink for upgraded boots, since your blink will increase your ganking efficiency exponentially.
Also, I'm not a fan of picking Aghanim's Scepter on a Sand King. It seems a selfish pickup. Instead, a Veil of Discord is a great choice, since it not only increases your damage output, but also helps out your entire team. Moreover, it is cheaper, and has an easier buildup.