Alternative's to brands like Turface, Perlite, Vermiculite, and Pumice;
Hydroton's Expanded Clay Pellets Available online at various hydroponic retailers. from 4mm to 20mm in size.
NO SIEVE REQUIRED.
Okostrat - Broken Clay like Turface. Its a new product, and I haven't been able to locate a distributor here in the states yet... If its like its brother Hydroton... it should be good. It is marketed as "Aquaclay", but with a "specialty" item the prices go up. Once the market has a demand for the regular Okostrat the prices should be around Hydroton's prices.
Disclaimer: I'm not affiliated nor will I profit from this information.