Are there any quarries around you? Look up sand in the yellow pages, you'd be surprised. I got 2 20kg bags of #3 sand as a free sample from a 'local' quarry. I use quotes 'cause it was about a 20 minute drive each way, but hey, I've got tons of sand, diameter about 3mm.
Alternatively, look for sandblasting grit, I can't remember the mesh number, maybe #2 or #3. Or, if you just wan playground-style sand, hardware stores like Home Depot or whatever have play sand and masonry sand or 'general purpose' sand. It's all the same stuff, just be sure that you're not getting something with cement added or carbonates.