I have playsand in a few tanks and if you rinse it really well to get the light particles out it's not too bad. One tank housed a spawning group of corys in it for 6-8 months and the other still currently is a growout for blue rams.
Some sands get a bad rap about being rough on barbels for bottom dwellers but honestly I think most cases are bacteria related more than anything.
I keep really thin layers though, because it has a tendency to get packed down really easily. It's a better idea to spend a few more dollars and get the larger grain pool filter sand, 3m colorquartz, or proper aquarium sand.
As far as sand getting blown around into the filter, put a sponge over the filter intake and it should minimize the chance of this happening. The heavier sands don't blow around much anyhow, even with a digger.