check your yellow pages for "gravel pit", gravel", "fill dirt", and "dirt". I just bought 9 yards for $60. It is fairly clean. If you want it more clean you can do it yourself easy. Just screen it and wash it.
We just replaced our Home Depot sand with Toys R Us playsand. There's a big difference. The new sand is white and very fine grains. It's wonderful playsand. Also, when wet, it has a different wetness texture to it.
But.....I notice when the kids spill it on the deck, the deck tends to get a bit slippery. I think we're going need to move the sandbox off the deck.