I use Silica sand, which is similar in grain to the play sand also very inexpensive, actually less than the play sand. I have a tetra whisper EX 70 and it doesn't suck up the sand. I do suggest that when you are doing water changes and gravel vacs that you unplugg your filter. If you don't unplug it there is a good chance that it will suck it up, as it is moving in the water.
Side note, if you happen to look into using silica sand it is important to check that there are no additives with it. Mine said one the side of the bag in huge letters 100 % silica sand, no additives.
I honestly have never used sand in any of my tanks but from what I've read about people on here, there are quite a few that have used play sand in their tanks and it works fine. I know a guy I worked with used it in his tank and he was adding something to the tank like a plant or something and wasn't thinking and stirred up the sand a bit and completely ruined the filter.
I have the Tetra whisper pf10 with the expensive tahitian moon black sand and so far so good. You just have to make sure to turn it off when you do water changes or aquascaping. I also have a prefilter sponge that I made with a aquaclear sponge. There is a thread on here explaining how to make one, but it's pretty self-explanatory.
Does sand make the water all cloudy, or will it be fine... Also, does anyone know of any sand that you can use in the aquarium that is around the same price as the play sand, but better for the tank and the filter?
Yes I agree with the pool filter sand. I am going to get some today for my new tanks. I just priced it and it is $6.95 Canadian for a 50 lb bag. If you go with the play sand make sure and rinse it until the water runs clear (in a bucket before it goes into the tank).
Great advice and suggestions above. Just to add, if the water DOES go cloudy because of the sand, not to worry. It will settle in time but just remember from what the above mentioned, make sure to turn off your filter when you do water changes or gravel vacs to avoid your sand getting sucked. Best of luck!