I found three type of "sand" to use. The coral sand you purchase is expensive but it has two characteristcs that you need. One is it is round or oval in shape (not sharp ...for burrowing critters). The other is the make up (sort of coral in nature). The problem you will find is that it is expensive...especially if you have a big tank. I searched out the bulletin boards for other options and found three. The first is peening beads. They are used to peen metal (it makes it harder) and are round. They come in various sizes. I used 2 bags of #10 and 2 bags of #13...but I think the 13 is too fine (these are 20 bucks for 25 kilo's). I also used some silica sand that I got from princess auto ..which is about the same price and then some sand blasting lime glass from princess auto which was 15 bucks for 25 kilo's.
If you ever drive down to the states...check out deep south tropical play sand at home depot. It is 5 bucks for 50 pounds and is exactly the right stuff. It apparently has a bit of an oil coating .. too keep the dust down (as does all play sand). despite this fact is it widely used stil in the states.
it looks like this (sorry for the picture size)
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http://www.telusplanet.net/public/rossb/aqu_3.jpg