I happen to like a smaller grain sand, it;s especailly good for sifting critters. I have several tanks with different types of substrate and always go back to the smaller grains. I also have the pink fiji which I particularly like, it's too bad you cant find it locally.
If youre sand is blowing around then you need to adjust the flow, it's just a matter of finding the cherry spot for your powerheads.
The only time I think the smaller grain wouldnt be the best is with a very shallow tank, like a 20 long. Then you may have a hard time adjusting flow. My AC
70 used to blow the sand around in my 20L until I shortened the intake tube that is. The powerheads took some adjusting, quite a bit actually but it eventually was fine/