When we bought our sand box at ToysRUs they tried to tell us to buy their sand at $5 a bag! Way too much. So when my husband went to Menards the next day they had sand bags for $1 a bag. Its not actual sand box sand but it molds just fine and since my kids love to dump the sand anywhere but in the sand box its nice to know its not going to cost me an arm and a leg to refill it. Honestly the stuff you husband got at Home Depot will work just as well, it may not be as fine grain as the stuff you get at ToysRUS but IMO, who cares? Its cheaper and it works just fine, as long as it tastes the same, that's all my toddlers seem to care about:)
PS I heard a little trick about getting sand off kids in case you haven't heard it, bring out your bottle of baby powder and sprinkle a bit on their hands/feet/where sand is stuck to them and it will help it wipe right off. I tried it last summer and it works really well.