I hear putting the sand in a spare pillowcase and rinsing the daylights out of it with a hose or if need be under the tap works just as well, just have to keep churning it up to make sure you get it all cleaned. Make sure you allow for dechlorination afterwards before you allow it near your fish.
As people have said, no sharp substrate as it hurts the Cory's barbels, sand is great as they never stop rooting over it, and large rocks/stones are fine so long as they're smooth.