I wouldn't get some from the beach--it has a high likelyhood of containing toxins--not a big problem for shoreline animals but potentially lethal in a closed environment. Also, any animals you bring in with it likely won't live in a tropical tank, and some areas have legal restrictions on collecting.
But, you can use any type of play sand. Make sure it is cleaned, but otherwise you're fine. I've used silica play sand with no problems, as well as Paver Sand, which is a mix of very fine grains up to small pebbles. It's nice, though not for use with anything that digs a lot. Burrowing critters like sand sifter stars are fine, but serious diggers create an unending cloud.