When I bought filter sand, I would go to one of the industrial suppliers, that provide sand for water treatment plants and sand blasters where it is sold at rock bottom prices. There I would get a 50lb bag for $5. I believe there is probably at least one in an major metropolitan area.
I was told about the place in Milwaukee (Granite Abrasives) by a Bonzai tree grower, it is also the same place most LFSs get there substrate, and has multiple grades to choose from.
To rinse the sand, instead of using water straight from the tap, I always siphon old water from the tank, then throw that on the garden, so I got multiple uses for water before it disappeared.