I dont know what is best but I can tell you what I did. After reading here and looking at what I had on hand vs money to spend I did the following.
For the run, we had a large pile of sand that had been in our yard for several years. We had a septic tank put in and they just left the remaining sand. We used that for the run. I think it is some sort of construction sand or fill dirt. It is very rocky so we have been picking the big rocks out and leaving the smaller ones for grit.
For the coop, I went to Lowes and bought 6 bags of "play sand". My coop is 6x4, 4 bags put about 2-3 inches in the bottom. I have 2 left over to replace as needed. I use PDZ and DE in the run and coop for oder/pest control. I have a 42" pooper scooper I bought online and it works great. I also use a metal garden rake to mix the sand in the run and in the coop.
Hope this helps.