I use walnut because it is inexpensive. I get the finer grits so that it does not stick in the primer flash hole. Never had a problem with it. I throw in a few used dryer sheets and that cuts down on the dust a little. (It's still dusty, though, and if you have anyone allergic to walnut in your home, you ought to try something different or do it outside)
Other people use corncob. It is just as effective but not quite as abrasive.
Still others use a wet stainless steel. It is expensive to startup, but the media lasts forever and really cleans the begeebers out of the shells.
My purpose in tumbling is to clean only. I don't need shiny.
Drillspot.com sells bulk media for what I think are very good prices. 40 pounds for about $35 My recollection is that is enough to almost fill two 5 gallon buckets.
You can also get Lizard Litter at your local pet store (usually ground up walnut shell, but perhaps not as fine as what you can get from drillspot.
Some folks add a little of this or that to the mix: I have heard of folks adding brasso, flitz, comet kitchen scouring powder, and probably other stuff.
Hope this helps.
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