I have used the back of a table cloth. I have used a flannel sheet. I have used batting. So far, the best by far was the batting. It's almost as good as Velcro. The only time anything falls off of it is when my project has grown so big that it's too heavy to stay without a pin or two.
Yes, it grabs stray threads too, but I don't care.
Oh, and the batting is Warm & Natural. It seems to be especially "sticky". I've switched to using Quilter's Dream in my quilts, so this old batting is being put to good use!