The Lowes and ACE here in Clovis, New Mexico both have a couple pallets each for like $4.50 a bag.
On a side note, I have an interesting question. There's several sand dunes around here (Eastern New Mexico) and one park near here in particular has more sand than I care to see after my 4 1/2 month "vacation" in the Middle East. ANYway...we were out there last weekend and while the kids were running crazy all over it I got to looking at the sand and wondering..hmmmm.... "Fish tank material?" So the question I suppose is, would that type of sand also work?
To be honest, I had no idea play sand was an alternative until about ten minutes ago when I stumbled across this thread.