Natural Options: Crushed coral, play sand, pool filter sand, and aragonite.
Black Sand Options: Tahitian Moonsand, Black Fluorite, Tumbled smoke glass (size 00)
Personally, I would avoid play sand, as it requires intense amounts of washing, though it is the cheapest option. On the other side of the spectrum, Tahitian Moonsand and Tumbled Glass require very little washing, but are completely inert, extremely expensive, and are therefore only suitable to non-planted aquariums.
Black Fluorite is excellent for planted aquariums, however requires a great deal of washing and is also very expensive.
For a non-planted tank, I would suggest Tahitian moonsand if you want black sand, or pool filter sand if you want natural (white) sand. Crushed coral/aragonite will increase your general hardness and pH, so those are good choices for rift lake species tanks. (Malawi, Tanganyika, Victoria)