NOT play sand. There are 3 types people like.
1) if you want to pay the most get the Black Tahitian moon sand or something like that.
2.) middle price is that quarts stuff, make sure to get the stuff that isn't too small. Found at home depot like stores
3.) Cheapest, pool filter sand or something like that.
Basically just don't get stuff that is so fine grained that it will get in your filters. There is a post about play sand somewhere, read that some.