You can use beach sand, provided the fish you are collecting also come from the same region. I have used beach sand before, but the fish going into the tank were fish collected off the same beach. Placing a LFS fish into a situation where local parasites/disease might be incubating in the sand spells possible death for the fish because they have no built up immunity to those conditions.
Boiling and washing the sand will clean everything beneficial out of it though, so the work may not be worth it. It is cheaper to collect your own sand, but it may be more convient as rdracer said, to just purchase a bag of playsand<G>.
~~Colesea