i use white flannel and i staple the edges down very close so it lays snug to the wall. i got 54" flannel at joanns. where i needed it to be bigger than the flannel, i did right sides together, stapled at the edges and flipped over to hide the staples.
since i work in the basement and no one cares what i do there, i chose an unused wall, 8 feet high and 12 feet wide and covered the whole bloomin' thing.