For a grain bag, you want the finest mesh you can find. Lots of material will work, and people here use everything from paint strainer bags, which usually have a slightly bigger weave, to sheer curtain material, or voile. I would go to the curtain department of your local fabric store and look in the curtain material area. They also have a lot of the same stuff in the bridal department. I would go with a polyester product. Make sure you wash it well after you make a bag, because the producer sometimes treats the fabric with chemical 'sizings' during manufacturing.
I don't think there is a 'size', per se. Voile material from different manufacturers has a different weave. I look for a fused weave, although I'm not sure if this is what it is officially called. I mean that if I grip the fabric between my thumb and forefinger and try to pull the strands away from each other, it doesn't happen or is very slight. I figure this makes for a bag that will stand up better to being full off tiny points which could try to work their way through loosely woven material. I think it will also hold rows of stitching better. In some fabrics, the weave will completely pull apart. I suppose you could actually find something that was woven too tight, so that it didn't drain well, but I think that would be the exception...
I tried to take a picture of what I have, but I'm not having any luck getting it to show any detail. If you pm me with your address, I will send you a small piece that you could take with you to a fabric store...