Caribsea has a fine black sand, a little too fine for my liking - gets into the filter all the time. Compacts very densely. Get occasional gas pockets, but maybe not with the shark kicking it up all the time.
I also have used sand blasting sand, didn't have the diatom problem. Heavy enough to not get kicked up too easily.
Black sand from Petco is very light but not floaty, except when a little gets on the surface, my Cories like it. It is pretty soft to the touch
There is Garnet sand and it comes in different grain size and colors too. Mostly used for sand blasting. If you can find it locally, I found some at a farm supply store in a 50 lb can for appx $50 nice multicolored grains.