Some sand is dusty and some not so much. I once purchased a bag of play box sand before I started getting it from a natural source and yes, it felt really soft and silky! LOL However yes, play box sand will still absorb poop and the smells. Sand also repels flies since it stays so dry and you...
My True Value sells sand for mixing with concrete, however it is also what they call "cleaned sand" which can be used for small pets. It comes in 50 pound sacks. Look on the outside of the bag to see if it is labeled for small pets.
Otherwise you can use play box sand, pool sand even natural...