I have a tank with the brown play sand and am not really a fan of it. I also have tanks with black diamond blasting sand, white silica sand, ridiculously expensive aquarium sand, and an aragonite sand for my reef. The brown play sand seems to keep the water really hazy and seems to make everything in the tank have non descript colors. In that tank are 2 angelfish, about 8 different types of barbs, snails, and some plants. My fav substrates would have to either be the black diamond blasting sand or the white silica sand. Both were really cheap and look nice, although the silica sand tends to grow diatoms for a little bit.
I don't have any experience with the pool filter sand so I can't really give any advice about that.
For cichlids, it might be a better idea to go with the white silica sand, it is fine enough to not cause problems with the cichlids and isn't sharp at all. I bought 2 bags of it at Lowes for less than $10 and it was more than enough to give a 3 inch bed of sand for my 55g cichlid tank and they seem to love digging out giant holes in the sand.