They can be very tough guys. Regardless of when you introduce them, they'll quickly go through and eat all of your bug populations living within the sand. They never stop sifting sand to eat, there just never seems to be enough for them (similar to mandarins IMO).
Make sure before you buy one that it's eating frozen, I'd say about 50% do not.
I've had quite bad experiences with them because of their eating. I've had 3. One jumped, but the other two ended up passing away because of eating problems. I had to constantly feed my tank religiously, 3 times a day, (and this thing ate A TON) otherwise the goby would get super thin very quickly.
If getting one, my one suggestion would definitely be to keep an eye at its stomach.