As far as bags go, crawfish bags work great, same as the big onion sacks etc. Some grocery stores if you ask the produce department will save their old onion sacks for you as they usually throw them away.

One alternative if your hard-pressed to find any is to go to the Dollar general store and go back to the laundry section. They sell big mesh laundry bags with a draw string on it. They are usually around $2-$3 and would probably work great.