Pool filter or play sand are the best and cheapest choices. Pool filter is found at any pool supply store and any do it yourself store like Lowes, Home Depot, etc should have play sand.
you could also get baged 30 grit sand which should be next to the play sand. the 30 grit stuff has more uniform grains, so theres a little less rinsening. Whatever you get, rinse it really well before you put it in your tank, and just make sure to stir it up with something like once a month so gas pockets don't form. unles you have a fish that will do that for you.