I usually just grab them with my hands. I've seen people use the sand flea baskets. Those are great because you don't even have to bend down. I am cheap and don't like to carry too much gear sense I have to walk. I just walk along the beach looking for them and when I see them I scoop up with my hands and put in bucket.
Just make sure you change the sand often or the sand fleas will die. I know you are going to hook them anyway but live ones work better.