I have tried using play pit sand from Toysrus, it is sterile and very clean but I find it compacts down too hard and becomes anareobic, I use silica sand from the local garden centre, sold as silver sand to mix with potting compost, $2.50 per 25kg.
This can be mixed with other substrate media to make it go further.
I mix it with pond compost and use it in my tropical tanks. 8)