I wash my sand first with tap water until the water rinses clear, THEN I give it a couple extra rinses with RO water at the end to rinse out the minerals from the tap water. If you do the whole process with RO water, you'll waste a lot of RO water.
I think a general rule as far as washing goes, at least for me, is if you think it probably has excessive minerals in it, it's better to be safe and wash it. But with organic soil addatives we use, such as peat, sphagnum, and orchid bark there's no reason to assume they have excess minerals. I mean, peat and sphagnum come from CP habitats in the first place for crying out loud! And pine or fir bark doesn't accumulate excess minerals. If you're using coconut coir though, It MIGHT be worth rinsing (I haven't used it, so I don't know).
Perlite by nature is sterile, chemically inhert (non-reactive) and virtually nutrient free, so no need to wash it. I also use red lava rock with some of my plants (helis and neps). It's fine without washing it.
Sand and other mineral soil addatives, on the other hand , come in various purities and degrees of contamination. If you can find a good supplier of clean sand, you may not need to wash it. I use silica blasting sand I bought from home depot (
http://www.homedepot.com/webapp/cat...=None&Ntpr=1&Ntpc=1&selectedCatgry=Search+All -The 100 lb bag of quartz sand, $7.87. Highly recomended). It is overall very clean to begin with compared to other sands I have tried, but I thnk it's still worth washing. There are so many suppliers out there it's generally a good idea to wash it as a precaution. I've also used granite pebbles in some of my soils. Granite is an inhert stone that won't leach minerals into the soil, but the bag of granite I bought had dust and dirt of unknown nature mixed in with the pebbles, so naturally I washed it.