The pillow case method works well, along with the bucket method.
Step 1: Get a clean bucket that is free from any detergent.
Step 2: Fill the bucket with ¼ sand.
Step 3: Take a garden hose, if you are outside, or take a shower hose if you are inside and place the hose all the way down into the sand until the hose hits the bottom of the bucket. Note: If you are inside, this is best done in a bathtub or near a drain.
Step 4: Turn the water on. While the water is running out of the hose, stir the sand with the end of the hose while the bucket is filling up with water.
-What this does, is it kicks up any debris within the sand and brings it to surface. Since the sand is usually heavier than the debris, the sand remains at the bottom of the bucket. Allow the bucket to over-flow with water and pour over the edges of the bucket. This brings all the debris up and out of the sand, which flows out as the water over flows the bucket
Step 5: After you have spent some time doing this, and the water begins to clear up, you can now stop the cleaning process. Pour out the remaining water and place the sand in a clean empty bucket. Repeat this process until you have cleaned all the sand you have.
Step 6: Now that the sand is cleaned, you can now put the sand in your tank.
-FHM