Nylon bags at the LHBS - $3.95
1 Gallon paint straining bags from Lowe's $0.98 for TWO
I made a simple hop spider from a 3 inch to 1 1/3 coupling and a wood dowel, with a stainless clamp, and love it. I actually have 2 - I have used one for steeping grains in the past. Works great, though admittedly the amount of grains was not as large as some batched I have seen.