I used the tan play sand only because it came with one of my used tanks I bought. I have heard though that pool filter sand works good too. You can get that pretty cheap at pool supply stores.
The only draw back to using play sand like from Home Depot is that you really have to rinse the crap out of it.
The only draw back to using play sand like from Home Depot is that you really have to rinse the crap out of it.