I find this to be very funny. I've never have paid for sand. I just head to the nearest beach and scoop some up for free. I have sand from just about every beach I've ever been to. Just my take.

I've seen what uses the sandboxes around here. (YUK) I didn't think to look at the pet store. I just bought a bag of cleaned playground sand from Home Depot. It is heavy but I bought a bucket with a lid to store it in so I have a LOT for projects. I could have used some of the sand that I keep for filtration columns but I found it is so fine that it works its way through the fabric.

The crushed walnut shells are my favorite.
A friend made a pincushion for me and filled it with rice which works great.....but my kitty likes to lick it...I mean, I have to hide it from him. So try the crushed walnuts.

I have a sawdust filled pincushion from a friend whose husband did lots of woodwork. My mother had a small box with a hole in the lid in which she put the combings from her hair every time she combed it. This hair filled the pincushions we used. My favorite is small snippings of yarn from all the knitting and crochet projects that I enjoy.

Crushed walnut hulls are my favorite. They sharpen your pins also. Pet shops carry it. It is also "less dusty" than most sands too. :)