I have to agree that sand is a poor choice. It's all fine and dandy at first, but it doesn't have enough long-term stability to make a suitable potting medium. Using a lot of sand in a potting medium, you end up with the sand turning to what is essentially brick mortar in not very much time. Also, it gets moved around by water a lot and the small particles means that it will fill up air-gaps in your soil, which you have worked so hard to be sure to make in your soil mix. Using much courser aggregates is a better idea, as it helps to create more air gaps in the soil, which is what cactus roots enjoy (in cultivation moreso than the wild).
Aaaaaaanyway, back to the matter at hand. There are a number of things you can use instead of course grit, since course grit usually refers to granite or marble gravel, I think. Builder's merchants are a good place to look. A few good substitutes are:
-Expanded clay products (Hydroleca, LECA)
-Baked clay pellets
-Some kinds of cat litter (lightweight, dustfree, non-wood/wood pulp based)
-Aquarium gravel/river bed gravel
-Some kinds of very course sand
Hope that helps!!