I've been researching this product since last fall:
http://www.norliteagg.com/horticulture/green_roof.asp
It is made from fired shale and is available by the ton quite cheaply. I can get a pick-up load for about $70. The stuff is light weight and porus so water loggs quickly and sinks. Only about 50# per cubic foot. This means the weiight of the grow bed is significanly reduced over using gravel. It is a ceramic and adds nothing to the water. Chemical tests show it to be safe to use.

They make it just north of Albany NY, so I can drive up and get a load.