Your supposed to vacuum your sand? I've always read not to......I haven't touched it in over 2 years.
As for size, I'm running mostly the fine sand from marcorocks.com I really like it, however I did have to sift it as I found some debris in it. It also needed to be rinsed REALLY well. I've also ordered the coarse sand and regret it. When I had an algae problem a little while ago, what grew on the really coarse stuff stained it green, and it's stayed that color even though there is no other algae in the system. I will eventually suck that out. The fine can be blown around, but after a few months it sits pretty well and takes quite a bit to move it. I'm happy with the fine stuff....nice and white...looks great!!!