Thread nets:
These are the smaller ones (I think) for spools here:
http://www.the-quilt-rack.com/browse...rs/4,3565.html
These are for cones:
http://www.nancysnotions.com/product...+value+pack.do
(Or maybe they just stretch a lot - I've only used mine on spools.)
They're available all over, made by a different companies.
I've seen them in chain stores as well.