I have sliding closet doors in my sewing room and I covered them with flannel just using duct on the back of the doors. I this because it doesn't take up any extra space in my room. I have had blocks on the wall for weeks at a time with no problem.

I use an inexpensive flannel backed tablecloth tacked to the wall. A friend of my built a design wall with a foam insulation/acoustic board covered with car overhead liner fabric. Our local Hancock's carries a wide variety of colors. Since her sewing room is in the old dining room, her husband built a frame around it. She used a grey colored liner.

We have a Queen-size Murphy Bed (my husband built) in the guest room where I sew. I hang a rod across the bed's 2 decorative handles and attach a flannel backed table cloth (from Dollar Store) using binder clips. It is large enough for most of what I've made so far. I use a lint brush to clean it. If I can't get all the threads off, I throw it in the dryer for a couple of minutes and it does the job! I can always get a replacement tablecloth. Here are 2 picture (excuse the mess):
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We have added on to our house so I'm getting my own sewing room within the next few months! Yippee... I'm looking at getting the 2 pieces of insulation boards so I have a moveable design wall. Love reading everyone's suggestions.

I started out with old flannel sheets but later covered them with Warm and Natural cream batting. It works great!

I took some batting , cut to fit the back of my sewing room door, bought a 1-1/2 inch dowel rod and made a rod pocket at one end of the batting, put the dowel in the pocket and hung it over the door..the weight keeps it there..made a rod pocket at the bottom and put a 1 inch dowel rod in it, the weight keeps it hanging straight...had to measure the dowels to fit the door when its closed..works good for me...

I covered the insulation with a white flannel sheet I purchased from a garage sale....so far I love it, but haven't tried tacking an entire quilt to it, just the small individual pieces. Can't get much cheaper than that!...I think the entire sheet set was $2.00

I tacked a flannel-backed vinyl tablecloth (from local dollar store!) to my sewing room wall about a year ago, it works great and the vinyl seems to give it a little stability. Also, easy to pull down, move around, and could NOT be cheaper!

Wow, I'm surprised I'm still getting responses four months later! The wall is up and in use. I started with black felt, but found it wasn't sticky enugh. I've since replaced it with black batting (80/20) and it works great. I do sometimes add a few pins, especially for long strips. They tend to want to take off when the ceiling fan is on. :o)

the best thing to use for a design board is called headliner. You can get it at a fabric store, I know Joann Fabrics has it. It works great!

Personally, I have a piece of batting attached to my wall. I think it's twin-sized. I've used it for years. Love it!!