I get Lane Mt. Company silica sand from Home Depot. 100 lb. bag for only $9. Used 300 lbs of it already (lots of tanks). It's extremely clean right away, I still rinse it a couple times in a 5 gallon bucket though (fill bucket 1/3rd with sand, fill with tap water, stir it up to kick up dust and then dump water, fill again, stir and dump water, then add to tank).
The sand company is based in my state (WA), but not sure how far they distribute the sand to, maybe Arizona has it as well. It's a white-ish sand (nice white-ish beige, not too bright IMO)
Haven't tried other sand as I've been perfectly fine with the sand I do use, perfect grain size, very clean, cheap, and it doesn't get sucked up easily and it does fall down quite fast so if it gets stirred up by fish it doesn't create a lingering cloud.
People have used pool filter sand, all-purpose/play sand (pool sand is cleaner) and also Black Diamond blasting sand (black sand) as other cheap alternatives.