Check out this thread: http://www.homebrewtalk.com/f51/hops...screen-157529/
It'll give you an idea of what I used. I brew primarily with whole hops so I used a mesh with greater open space to promote more fliud transfer in and out of the basket. 8x8 mesh is perfect for a whole hop tea bag however, wouldn't be fine enough to keep pellets in the tea bag. A 20x20 minimum mesh is probably right for pellet, but I have not tested it.
Take a look at the "about wire mesh" section at: http://www.mcmaster.com/#about-wire-mesh/=5qk7xj
. This should give you an idea of what's typically available in stainless mesh. If you do plan to order from McMaster, I'd reccomend ordering a sample pack before ordering a whole sheet. McMaster's mesh is very high quality AND pricey. You don't want to spend the dough on a sheet of mesh and have it be the wrong size.....