I use playground sand which I buy from building supply stores. It's a lot cheaper than pet shop sand and doesn't affect water quality. It's not dusty, but I still rinse it in a bucket for half an hour before using it. I use it for fish tanks, desert creatures (scorpions, bearded dragons etc.) and I use it to make cactus soil.
Advantages - it's fine and soft and doesn't get stirred up too much when I change tank water. Disadvantage (for some people) - it's a plain beige colour, so if you want colour in your decor you have to use rocks, plants etc.
Note: I read that the pet shop sand used for marine tanks is a no-no. It contains a lot of calcium and other elements that change the water quality/pH. I've read similar about sands used for reptiles.