Sounds entertaining but then the downside is the lack of control in the grain size. You are almost certain to get everything from larger, down to the dust. So to save less than $20, you may find you have to rinse and throw out half of what you bring home. So it takes maybe 1/2 hour to rinse it and then you get to screen it for bit of wood , etc only to finally get it into the tank and that can be the final big problem! The smaller the grain size, the more likely it is to be picked up by current or any work and wind up going into the filter where it get do some really expensive work. If you are using a canister, the water runs through the media before going to the impeller but on HOB the reverse is true and that sand will often stick between the impeller and shaft where it scores them and requires replacement.
Saving the $20 for pool sand may wind up costing you much more in time, effort, and new parts. Pool filter sand is graded to specific size without the small stuff.