The Sandia Mountains have a large quantity of routes with highly variable rock. Although the Sandias are known for having very loose rock it really depends on what you climb. A helmet is highly recommended because almost all climbs have a least some stray rocks. Additionally, tourists walking along the trails above the climbs seem to enjoy chucking rocks over the edge. Approaches are anywhere from 45min. to a few hours. Routes can be anywhere from 1-11 pitches but most are in the 3-6 pitch range. If you are interested in climbing in the Sandias check out Mick Schein's Sandia Select Guide. There is no possible way to find most routes without this book. Sandia climbers should be very confident in route finding skills and be prepared to run it out on easier grades.
The best routes with the best rock in the Sandias are 5.10 and harder. Many of these would be classics anywhere. A number of quality new routes have been established in the last few years on excellent rock. Never had a problem with tourists throwing stones since nearly every formation is fairly secluded. There is some excellent bouldering in the foothills of Albuquerque.