The sand in my tank came from Clearwater beach about 7 years ago. It was rinsed really good before it went in the tank, and i have never had any issues with it at all. It is nice fine grain white sand, and also has tons of small skark teeth and shells that give it a very natural look. If you have the money to spend on something like agromax or something, by all means go with that. If it is between beach or play sand, get the beach sand and rinse it real good. I'm not sure about the laws on taking sand from the beach though. Mine came from a friend that had a beach front home in Clearwater at the time.
