As obo says egg boxes are a cheap favourite although this has much to do with the shape rather than the substance of the material. If you can find a friendly local retailer they may be able to supply you with packing material with looks just like egg boxes in a roll. This is perfect stuuf if you can lay your hands on it, but failing this try getting hold of some old heavy curtains (the heavier the better) and attach these staple gun is best to the waals and ceiling and make sure you have a carpeted floor not floorboards.