It depends on which kind of sand you can find. Southdown play sand is the same thing as Caribsea's Aragamax sand. Southdown goes for around 7$ for a 50lb bag at HomeDepot. Caribsea's Aragamax goes for around 25$ for a 30lb bag at the LFS
Anything that is marked for aquarium use is quite a bit more expensive that one that is not. Even if the products are identical.
If you are wanting to set up a DSB
, you can use multiple types of sand as long as the grain size is no larger than 1mm, preferable smaller. Typically you want to look for sugar sized grains or "oolitic sand" as it is called. Here is a great site that will help explain how to set up a DSB