I got the Tahitian Moon (something like that) black sand from the local pet stores.
It is important to note that this stuff is not safe for bottom-dwellers, particularly ones that like digging themselves in. There's even a warning on the back that it's not to be used with kuhli loaches. It has sharp grains and is very abrasive to such fish. Harpua's right. Rinsing is the biggest pain with black sand. After an hour of rinsing, my water still turned grey with dust.
I like EcoComplete, which isn't really sand, it's more of a soft
detritus. No rinsing, perfectly clear water from the get-go. All the nutrients that plants need. Great for bottom-dwellers of all kinds.
It's a bit spendy, and it's not quite black (more of a dark grey), but it's still my favorite substrate.