2 to 3 inches deep is more than enough, the deeper the bed, the longer it will take to activate, throw in some sand from an already well established system to help it along. Remember, live sand takes an awful long time to become "live", in excess of a year, don't be fooled by the surface of it, that happens quickly but it does not mean you have live sand, do not disturb it if possible. arminkropp suggested Caribsea aragamax select, excellent suggestion, it is very good, nice and porous.
Don't tap on the glass, the fish will think you are stupid!!