First of all, people have been living in Sahara for centuries. So, no need for terraforming, it's Earth already. If you mean "make Sahara really comfortable", that's nice, but it's not terribly close to what anyone wants to do with Mars, either in means or in ends.
Secondly, Sahara has an ecosystem. It's not very much compared to most other bits of Earth, but still. We don't want to destroy it.
Third, but not least, you do not attempt large-scale planetary engineering on Earth. Not unless you're really, really desperate. Very definitely not just for practice. If we want to start figuring out how to mess with planetary climate on purpose, another planet is by far the best place to do it.