I read that gravel is unsuitable for fancy goldfish, as the fish will eat the pieces whole and get sick. I installed sand in my tank, but I find it very difficult to clean, as when I siphon, the hose pulls up the sand with the garbage. This is especially troublesome as I must do very regular water changes. Is there any kind of substrate that won't make a goldfish become sick and that is still easy to clean?
Goldfish are gluttonous fish and this can definitely cause problems picking a substrate. Sand and small rocks can be dangerous if eaten, especially a lot of sand over time. I would stick with larger rock, like river rock mix 1/2-1" in diameter or go with glass marbles. Rule of thumb: If the fish's mouth is big enough to fit around any rocks or gravel or sand-stones, remove those pieces.
Goldfish are dirty and produce a lot of ammonia, so your concern with being able to clean your substrate is valid. You may end up having to get a gravel-vac with a larger vacuum opening in order to clean larger rock or marble substrate.
Make sure any substrate you purchase has been thoroughly rinsed first and any pieces with jagged/rough/sharp edges are removed for safety.