My backyard has the perfect dirt for dust baths... Or at least the neighborhood birds think so. There's little finch divet everywhere.
Our dirt is fine and loose dirt. Horrible for growing anything sinces there's no organic material in it at all, but the chickens love it.
Interestingly enough, I read on the wikipedia that birds will dust bathe in any loose substrate if the dusty and fine dirt isn't available. I guess that's why I saw my Amber White trying to dust bathe in the grass one day. Guess she didn't feel like making the hike over to the dirt.
I wonder if play sand would work if you don't have any dirt just laying around.