You CAN use cotton fabric (like prints and stuff) but my personal opinion is that the all flannel ones look the best. layer either three or four pieces, sew an X or whatever design in the middle of the block, then sew the blocks together with a 1/2-1 inch seam allowance, whichever way you want, with the seams to the FRONT! Sew a seam using the same seam allowance all the way aound the outside. Clip the seam allowance every 1/4 inch (don't clip THROUGH the seam), take it to the laundromat wash and dry a couple times and your good! I say do it at the laundromat because it will shred ALL OVER and I know I don't want all that in my washer and dryer.
When I make them I like to use high quility quilters flannel because it doesn't pill when washed and dried several times.