I have no idea what sort of area you live in, but if you can get to an undeveloped area, a decent distance from a road, stuff there will probably be okay. Just be careful you aren't on park land (I think BLM should be fine?), as you generally can't remove anything (plants, critters, rocks, dirt, etc.) from parklands.
Sand, I haven't used myself, but I've heard good results both using paver sand and pool filter sand.