Yeah, the fine grained sands can be a PITA if you don't rinse them. OTOH if you can put up with it for a while, the finer particles that were preserved by not rinsing should help the bed function more effectively (theoretically).
The clouding thing gets better with time. You can use a turkey baster or powerhead to clean-off your rockwork and the tank will cloud up again, but over time it gets to be less severe and settles out quicker.
As for stirring sand - IMO it's fine if you have a shallow, totally aerobic sandbed. If you have a DSB, however, I agree with Abu's comments above.