I am setting up my tank with SouthDown and I did not rinse the sand first... if you are just planning on dumping it in there be prepared for a ton of clouding, mine did not clear up for 10 days (you can see pics of it on my less-than-professional website)!
One suggestion I saw was to put the sand in first, then place a garbage bag over the sand and weigh it down with some rocks, fill up the tank most of the way, then remove the garbage bag. Don't know if that works but it makes sense.
If it is an established tank I'd use a length of PVC pipe and a funnel to get it to the bottom with minimal clouding, only drawback is if you are adding 100+ pounds that will take about a week!!
I'm new at this, but the garbage bag idea seems like it would work and I've seen the PVC trick work with good results.
Cheers!