Yep, done it quite a bit.
Rather than sand I would use stone dust. It's basically ground up stone that compacts much better than sand. I would recommend using a compactor on every layer you put down from the coarse gravel on up to the pavers themselves. Get the vibratory kind rather than the jumping jack kind. When you lay the pavers, sweep sand in between the cracks of the pavers and run the vibratory compactor over the top. The sand will disappear down into the cracks, so keep adding more until it doesn't disappear any more. This sand locks the pavers in place.
You don't necessarily need to concrete the ends of the driveway. In fact I would just use some metal landscape edging that can be held in place by spikes.
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