good quality heavy double sided flannels can make a difference- but you can make raggy quilts with regular cottons and they will fray up nicely too-
if you want (meatier frayed edges) you can add a layer of inexpensive muslin in the middle which adds more edges to fray
flannels are notorious for pilling- a lint roller usually fixes the look - i made a raggy not long ago with regular cottons on the top and fleece on the back- that one is very snuggly! i clipped the edges fairly close (1/4") i also used a layer of muslin in the center instead of batting-figuring the fleece was heavy enough i did not need batting too.