Powder coating
The powder coater I use, bakes the parts to make sure any grease is dried out, flakes off and not in any creveses etc, before he media blasts and then powdercoats them. The cost is the same to have him do this process or if I bring the piece already blasted. Most likely because he will stand behind his work only if he preps it, so he does it anyway no matter what you bring him. If this is the case with your guy you may not have to do the additional work and save some money on blast media. Just a thought.
As for what media to use, I have use playground sand which worked fine, White silica sand which worked fine, a black media (coal slag I think) which is very aggresive, great for rusted thicker metal, glass beads which makes a nice finished surface and walnut shells for body panels which doesn't cut as good as the others but will not warp the metal.
Be sure to have fresh air to breath so you do not inhale the dust from these medias (very important). Hope this helps. Take Care!!