Sanderlings are characteristicly seen running at shore's edges with rapidly moving feet.
In winter, the Sanderling (usually) has a black patch in the shoulder which lacks with Western Sandpiper (Calidris mauri).
Sanderling (Calidris alba), Semipalmated Sandpipers (Calidris pusilla), Western Sandpipers (Calidris mauri) and Least Sandpipers (Calidris minutilla) all occur in the US and can easily be confused with each other, especially in winter.
Least Sandpiper, however, has greenish-yellow legs while the others have black legs.
A recently (2013) discovered reliable field mark is that Sanderling (and Least Sandpiper) has a distinguised gape notch ("hook" or "line" at the base of the bill), in all plumages.
Semipalmated (Calidris pusilla) and Western Sandpipers (Calidris mauri) don’t really show that gape notch. 
Most field guides don't mention this feature.

Top: Fort Myers Beach, Fort Myers, Florida, USA, 22 November 2012
Left: Together with 1 Dunlin in between 2 Wilson's Plovers (left). Sanibel Island, Florida, USA, 22 November 2012

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