The sand I got from Wally World said "not for aquarium use" on it...
However, at Home Depot, they have a heavier grain pool filter sand, works great.
After you clean it (see the bucket method posted above) you can put it in with no clouding, etc. by keeping it wet and adding it by the cup full. Just stick your arm in the tank and pour the sand out of a cup/bowl just a few inches off teh bottom.
No issues with sands in my tanks, but my filter intakes are 6-8" up from the bottom...