What ever type of sand you use, make sure you rinse it out until the water is clear.
You DON'T want to just dump it into the tank! There's threads on MFK of people who have done that and ended up with a tank full of mud that they can't see through. It takes days to settle down.
One of the main reasons people use PFS over play sand is that the play sand is so fine and has lots of mud in it. The PFS is very clean and takes a lot less rinsing out.