I'm just starting 2 tanks with sand today. I'm using CaribSea Inc. Super Naturals Premium Aquarium Substrate from Petsmart. It's not as cheap as the play sand or pool filter sand, but since there are no dyes, paints or coatings I had the sand rinsed well enough to put in the tanks in less than an hour. My Whisper 10i filter doesn't seem to pick up sand while it's running. I do make sure that there is at least 1 inch of space between the bottom of my filter and the surface of the sand.
So far I like aquarium substrate and it's only day one. Since I've never used pool filter sand or play sand I don't know if what I bought is better. I would guess that the answer is yes since aquarium substrates are made for aquariums, while play sand and pool filter sand just happen to work as alternatives if you wash them long enough. However, aquarium substrates made from aragonite or coral substrate cannot be used in freshwater tanks. If the bag says it's pH has to be adjusted for Saltwater tanks, then it will work in a freshwater tank.
As for easy ways to clean sand, I've heard some people use a turkey baster to pick up small pieces off the surface of the sand. I have a siphon pump that I can swirl just above the surface of the sand to pick up waste while not disturbing the sand. Since I'm no where near adding fish to my tanks, I won't know how well my cleaning methods will work for a while.