Play sand is fine, as is pool filter sand. Just make sure you wash that up before it goes in the tank, or it will cloud up massively!
For me, the easiest way to do this is put all your sand in a bucket, take it outside next to a drain, stick a hose pipe in, and leave it for half an hour or more. It will keep overfilling and all the dust etc will come out with it - easy!
I'd also recommend crushed coral as a substrate; buffers the PH and looks great!