My recent project has me working on a great big desert map with lots of desert features. I might be sharing a few things I use on the way. First of all, here is a set of photoshop brushes for dunes. There are three brushes in the set, for Barchan, Star, and Longitudinal dunes. The brushes are a greyscale image with white=low elevation and black=high elevation.
To use the brushes, stamp them down in black on a white background. You can use the brush presets to specify the angle of the dunes, and to vary the size and shape a bit too. Once you've got them where you want them, copy the layer and paste it into a new alpha channel. Fill a new layer with a sandy pattern and then use Filter > Render > Lighting Effects to shade the sand layer using the alpha channel as a texture channel.
The reason I set the brush up this way is so that there can be dunes at multiple angles all over your map, and the shading will always be consistent. I'd like to see what you guys can use them for - here is a sample, with the Barchan dunes on the left, Star dunes in the middle, and Longitudinal dunes on the right.