Everyone has their own opinion about this as in most other areas. However everyone does seem to mostly agree on a few things.

What NOT to use as they are dangerous and deadly for your dragon.
1) Chippings or mulch from wood or bark
2) Corn cob granules
3) Any reptile sands
4) Calci-sand or any sand stating that it has calcium in it
5) Walnut shells
6) Gravel
7) Kitty litter
These things lead to impaction which can cause the death of your dragon.

There are two sides on the use of Play Sand. Some people advise never to use it, others including me think it is okay for dragons over 12" long. If you chose to use Play Sand be sure to purchase a strainer and sift the sand before putting it into your dragon's home. Even Play Sand has some small pebbles in it and those need to be removed. I like the Play Sand for several reasons. It is cheap to purchase and easy to maintain; as you just scoop the poop out each day to help keep the home clean. Also most of my dragons enjoy digging a sleeping place or cooling place in the sand. Just watch your dragons, I have never had one get impacted from Play Sand, but according to others there is a chance. Be sure your dragon is having fecal movements regularly and that they are not bloating up; as otherwise can be signs of impaction. I have one girl who when placed on sand just would not stop digging, she dug all day continuously so now she is back on paper towels. Every dragon is different.

Some move their dragons to a separate feeding place, so they do not ingest sand when eating. Or they separate out an area from the sand, using a shallow pan and place the food there away from the sand. If you chose to use a separate place to feed a 40 gallon Rubbermaid or Sterilite tub works great. However, if your dragon will not eat when moved it may be getting too stressed from being in a different place. Don't let your dragon go hungry. If they refuse to eat in a different place, feed them in their home.

For dragons less than 12" long or for any others you chose not to use sand with, there are several other options.
1) Paper towels (remember crickets can hide under these, so move them around at night before lights out to be sure you have all the crickets out of your dragon's home.
2) Reptile carpet (the grass-looking kind, not the looped kind as your dragon can catch a nail in the loops and harm itself)
3) Non-stick shelf paper
4) Newspaper if the ink used is not harmful. Also, the ink on the paper will turn your dragons' feet black. As with paper towels, watch for hidden crickets and remove them before lights out
5) Indented Kraft paper (it comes in rolls so you can cut it to size)
6) Brown butcher paper

There are other things that some people suggest you can use. However before using any of them, I would advise that you research them thoroughly.