One option you could consider is to purchased a playscape kit. I thought about building my own and then looked at kits. Sam's Club had some pretty decent prices on the style I was looking at. Their prices were about 30%-40% cheaper than comparable kits at Home Depot or Lowes. I got a really nice kit there for $600. Not as big as you are thinking (platform is like 4'x6') but it was all there, no need to source all the parts myself, ready to assemble, decent instructions. Most of the kits I have seen have room for a sand box on the ground level. This one took me two weekends to set up by myself. All cedar with zinc plated corrosion resistant hardware. My kids love it (2yo boy and 8yo girl).
I am usually a build-it-from-scratch sort of guy so I can get exactly what I want. There is no way I could have designed and built something as nice as that kit from scratch and stayed below $600.