I have never had a problem with my sand stinking, but then again when ever I do a water change I stir the sand up so I can vac the crude. That may be the reason why it doesnt stink......I dont know. Yes sand is more of a pain than gravel, and you have to work with it a bit more, but the end result IMHO is smashing.
As far as what sand to use most can go to any Wal Mart store and buy some of the play sand they carry. Its like 2.20 USD and all you have to do is wash it good.
HTH
Les