I have made several denim quilts. They are great for in the car so they are available for those cold baseball, soccer, etc. games of the kids. They cut the wind well, and it's amazing how often there is me and a bunch of very small children who came to watch a sibling play huddled under the denim quilt. Fun times.
Be sure to use 1/2 inch seams. Denim seems to ravel lots.
You really do not need batting at all -- just denim and a flannel on the other side sewn together into blocks and clipped (rag quilts) work fine.
If you do use batting you will not be able to quilt (too bulky). Just tie the quilt.
If you are making for a kid, or for parents for those games. be sure to make a block with the zipper in it. That "secret" pocket is loved by the kids, and is a great place for mom's to tuck whatever they need away for safe keeping.
I've now made quilts for most of the kids I know, and have started making hot pads with the denim. Works great.
amh