I use pool filter sand, it's really cheap. I pay $15 for a 50lb bag.
Just make sure you rinse rinse rinse repeat! haha
I vac it just like gravel, just let the sand fall before it gets sucked up. It took some getting used to but I would never go back.
PFS for me too, I think I paid $7 a 50lb bag. It's heavy, you can vac it and pull up the poo etc without ever sucking up sand, though I just gravity-syphon with my python so I don't get super heavy suction on it.
The key is to keep the sand shallow, like <1" at most, and get clean sand and make sure it's clean going in. And keep your filter intakes high enough to keep sand out. I have an fx6 and having my intake 4" above the sand is enough to keep pool filter sand out.