Once you go sand you will not want to go back. I researched the topic for a LONG time before taking the plunge. It was surprisingly simple. I went with the pool filter sand also since I wanted something heavier than the stuff from the LFS. In hind sight I probably would go with the off the shelf stuff even though it's a little more expensive. The PFS I got seems to be a little coarse for my liking but the Cory's don't seem to mind it.
I HATED the black and white rocks. My wife wanted them originaly since we were going with a 50's theme in the living room. The black things in the after picture are the plastic mesh containers from my large biowheel. I loaded them full of the old substrate to help with the transfer of bacteria to minimize a mini-cycle. Left them in for a couple weeks.