I use terrycloth washcloths and hand towels to make mine.
One hint is to section the tube off rather than putting all the rice in, because then it all won't go to one end. Mark your tube in quarters and divide your rice into 1/2 cup measures. Put in 1/2 cup of rice, then sew a seam at your first quarter mark. Do the same thing 3 more times.
Be sure to move all the rice away from where you are sewing your seam, because if you hit the rice with your needle, the needle may break.