It depends on the type of sand dune.
There are three contenders for the title of the world's biggest sand dune, and it depends upon the context - whether one means the highest in actual sand dune size, or the highest above sea level. According to some sources, the world's highest sand dune is the Cerro Blanco dune in the Sechura Desert, Nazca, Peru. However, according to the Namibian Ministry of Environment & Tourism, the highest dune in the world is called Big Daddy, or Dune 7, and is one of the Sossusvlei dunes in the Namib Desert. However, according to the website link below (Duneguide), the highest sand dune may well be the humble Mt Tempest on Moreton Island, just off the coast of southern Queensland, Australia. The second largest sand mass in the world, Mt Tempest reaches 280m above sea level.
The world's highest stationary dunes are the Badain Jaran dunes in the Badain Jaran Desert within the Gobi Desert in inner Mongolia.
The longest parallel sand dunes in the world are in Australia's Simpson Desert. Consisting of over 100 dunes, they run north-south, with some stretching as far as 200 km.
The largest crescentic sand dunes in the world are located in the Taklamakan Desert of China. These dunes have an average crest to crest width of over three kilometres.
As far as the Sahara is concerned:
The biggest sand dunes are in Algeria in the Sahara Desert. They are up to 430m (1,411 ft) high, nearly three times the height of the Greatest Pyramid of Cheops in Egypt or nearly or twice as high as Canary Wharf.