Yea...swimming pool stores usually carry the stuff...especially this time of year. I use a brand called MysticWhite I believe. I have found it to be a bit less dusty too.
When a lizard gets wet, then cakes some sand on itself, you can actually watch the grains of sand begin to fall off one-by-one as the lizard dries off under a light. It worth a try definately. I only swap out sand maybe twice a year, so cost really isn't too big of a deal for sand.