I've seen one photo of someone using a large piece of voile bunched up (didn't make a bag, just dumped the grain in the middle, gathered it up and dropped in the pot. Lots of extra fabric up top, but still worked-)
The easy way to get the fabric is go to walmart and buy a sheer white or off white voile curtain (single curtain, about $7). There is more than enough fabric there to make 2 bags.
If you are going to heat the water with the grain bag in the pot, walk a couple aisles over in wally world to the kitchen section, and buy a 2 pack of grease splatter screens (round fine mesh screen with a handle normally put over a frying pan
http://www.amazon.com/dp/B0006IQ2NA/?tag=skimlinks_replacement-20) also <$10. Every one I've seen has been stainless.
Break (or cut) the handle off the grease screen, use it to keep the bag off the bottom of your pot. (if you are using a normal pot, you may have to put 3 stainless bolts through it to keep if off the bottom. If you are using a keg conversion, the slope of the bottom will keep the screen and bag off).
Figure out where you are going to put the 12+ pounds of dripping grain (150+ F) before you are standing over your wort and boil pot. Its really hard to hold the bag of grain dripping hot wort up with one hand and bend down to pick up the colander off the floor to put on the pot without making a mess.
If you can, weigh the wet grain (or accurately measure your wort) after the brew session, and figure out exactly how much water the grain absorbed. Then you can figure out the water
your system needs. its a little different for each system.
Mash volume=(final volume)+(boiling loss)+(water in grain)+(system loss). In my system the grain absorbs 0.1 gal/pound. so for a 5 gallon final volume and 10 pounds of grain, I need to start with 7.5 gallons of water
Use the "can I mash it calculator" here
http://www.rackers.org/calcs.shtml to see if your grain bill and water will fit in your boil kettle.
You have to calculate the mash ratio to make it work. In the example above, 7.5 gallons is 30 quarts, with 10 pounds grain that is 3 quarts/pound---this gives a total volume of 8.3 gallons not including any space under the screen
tim