If it helps, these are what I've found out (for England, no experience about anywhere else):
I'm not going 'Eco-Warrior', but I'd really not recommend taking sand off beaches: I'm not saying people get sued, but with things like coastal erosion, etc, some beaches are now protected sites and/or habitats for rare or endangered species of animals (and you won't always know which ones are which, because they're not usually signposted or advertised). Instead, kids' playsand, building sand, etc, is really cheap for vast amounts of the stuff and you'll be keeping the beaches safe for the sea- and sand- creatures which rely on it to live in and on.
Check out local high street hardware and homeware stores who sell stuff for gardens (usually the same people who sell kids playsand); in Spring and Summer, I've found kilo's of slate on sale in these places for about £3-£5. Even if (likely) you can't use it all yourself, get a few other gamers/modellers together, contribute a quid or so each and share a bag between you.
Needle files + hobby vices:
I'm not necessarily saying they're the cheapest but, if you're looking at high street retailers for tools, check out the places that sell power tools; they tend to also sell needle files, side-cutters and hobby vices for cheaper (and they will also last longer, as they're intended for more heavy-duty/industrial scale usage than just a bit of hobbying). They might also have good deals on airbrushes and compressors (but you need to make sure you know what features you want it to have, as the ones in store might not be 100% what you want for your hobby needs).
Are you or anyone you know replacing your old IT and/or audio-visual equipment (i.e. destroying the old stuff instead of part-exchanging or selling it)? Modern gadgets can have yards of useful wiring in them. If you can pull the wire out of the plastic/rubber cabling with tweezers/side clippers (should be easy enough) you can make use of this as well. Circuit boards are great to use for the insides of vehicles and industrial-type scenery and you can strip the various chips and bits off them to use on vehicles, cyborgs, mutants, Mechanicus, etc, projects. (I'm not not technically-minded, so I don't know the names of these parts however).
People might already know all of this anyway, but just trying to contribute and help.