I use coarse pool filter sand in both my tanks and love it...I've yet to see my hob filters suck any up, but I can imagine with a finer sand like play sand that may happen.
I find it pretty easy to clean actually, I take my gravel vac and hover over the sand and swirl the vac a bit and it stirs the stuff up and goes right up the tube and not taking the sand. Basically I don't jam the vac down into the samd like I would with gravel.