Its not so much which is bad but more which is good or best. Most people on the board use southdown play sand which is a sterilized argonite product with a nice white color. The big thing though is its argonite.
I know some people use silica sand as well, but it supposedly doesn't have the buffering properties that the argonite has. Also the silica is something you want to make sure and not breath in the dust from it.
The other things to check is use a magnet to see if there are any metal particals in the sand which is bad. And test some sand with its reaction to vinegar, it should not bubble and react. (I forget what causes the reaction though.)
-Scott