Don't use reptile sand. Why? It's very overpriced. Also, some lizard sands have calcium/other stuff added in, which can change your water chemistry.
What I use in my tanks is Quickrete Play Sand. You can get 50 POUND bags at Home Depot, for 3-5$.
Make sure you pour the stuff you're putting in into a big container and rinse it out really well with a hose, to get out all the fine sand particles. This will reduce the time it takes for the sand to settle drastically. You can also mix it and match it with other sands/substrates, it looks very natural. My tanks have mostly sand with patches of pebbles.
To keep air pockets from forming, I would recommend malaysian trumpet snails... if you can keep them under control. They sift through the substrate, going through and turning it over. Very helpful. Also, if you have cories, depending on the depth of the sand, since they burrow through it, you might not have to worry about it as much--just poke around with the gravel vac when you vaccume.
EDIT: LOL, we posted at the same time. Seems you already got some play sand. Cool, good luck.