Special reef grade sand is what I settled with. Perfect balance of size particles, not too light to get blown around and not too big that it'll still allow sand burrowing animals to make use of it.
I bought four 50lb bags from Petsmart, shipped, for under $120 during their free shipping special. Perfect for about a 2" sandbed in my new 215g once I set it up. I haven't gotten to try it yet but just looking at the grain size, I am already happy with the decision.