I use sand, have been using sand with no problems for years now. The sand i use is actually a finer grain than tradition "play sand." I get it at Lowe's (but some don't carry it). The label on the bag is "premium play sand," but it's only inventoried at play sand, so it's kind of confusing asking cashiers, etc. to buy it. It's white (more or less) and is very fine grain, unlike "play sand" which you can tell has bigger and smaller bits, and which is usually pretty brown/red.
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M|tçh~ĺ~palřoza
Columbia, Missouri
0.1 Iguana iguana (Green Iguana) ~ Taco 8/1/1994
1.0 Uromastyx maliensis (Mali Uromastyx) ~ Fluffy 10/1/1999
0.1 Pogona vitticeps (Inland Bearded Dragon) ~ Puff 3/1/2000

dozens.dozens Hyla versicolor, Hyla chrysoscelis (Grey Tree Frog, Cope's GTF) ~ I work with these guys.