Calci-sand is essentially ground up calcium carbonate. Supposedly it's supposed to be safe to digest if an animal eats it. It also supposedly gives the added benefit of your lizard getting some extra calcium if it ingests substrate. Calci-sand also tends to have dyes that color it as well, since it's almost always red or black or some other garish color. I seem to remember reading somewhere that it can cause impactions just as much as regular sand can, and there's also the problem of an animal eating too much of it and experiencing hypercalcemia [calcium overdose].
Play sand is typically washed and refined sand of some sort. However, it is often a nice white color and is actually silica sand which is much more fine than your basic quartz builder's sand. Silica sand can cause eye irritation as well as respiratory irritation in humans - who knows how bad it can be for a small lizard. The trade-off to using non-play sand is that you end up getting an even dustier sand which is usually intended as a component of concrete or some other product - hence it's unrefined state.
I don't keep any of my animals on sand, however with very few exceptions, most animals are going to do much better on a simple mix of sand and soil - besides it'll be much more natural. Very few lizards/snakes are found exclusively on sand, just as there are very few deserts throughout the world that are exclusively sand.
Your best bet if you can find it and you want to pay extra for it, is to buy sand blasting sand as it has been washed and sifted to a uniform particle size and is likely to be less abrasive to your animal and without the dust less irritating to their respiratory system and eyes. You may have to shop around or even call some body shops to see where they buy their sand. Barring that, look at some books on natural vivarium design and pay close attention to the sections on substrates and how they make up a desert substrate for example.
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Matt Campbell
Animal Keeper, Small Mammal/Reptile House
Lincoln Park Zoo Chicago, Illinois
Assistant Curator
Wildlife Discovery Center at Elawa Farm
Lake Forest, Illinois