Craft stores usually have small bags of sand for this purpose, but, alas, they charge more per pound than Lowes, etc. This fits in well with finding craft items in areas outside of the craft dept.
Perhaps you can find someone that has a sandbox and is filling it? ...or someone that is doing some yard work (brick sidewalks, etc.) They may love to be offered a buck or two for a bucket
You could also buy the bag if it is cheaper and then donate the rest of it to a local church, daycare, playground, deserving family.
I made colored sand years ago for an art project for my Kind.s (sand paintings)
I used food coloring to do this. Put a few drops in a bowl of dry sand, mix it up well and then let it dry. You can add more to darken it. It turned out nice and was cheap since we had the sand here for a construction project!