No need to use water from the coldwater tank unless you are upgrading the fish in that tank to the new one (which if they are coldwater, they do not mix with tropicals due to temp requirements). Using a piece of the filter media from the coldwater would be good as it would help seed the new filter (this is where prob 95 to 99% of bacteria lives).
Black sand is fine as there a number of members who use it. You can prob find this at your lfs or online on a aquarist supplier like Big Al's or somethign like that.
Ox