My design wall is a heavy weight flannel sheet (from the Vermont Country Store catalog...a little pricey but more heavyweight than I could find elsewhere) hanging on clip rings from a decorative curtain rod. I can pin blocks to it if they don't have enough cling or get too big. I also use it to hang up a finished quilt to take pictures. And just for display sometimes. I love seeing blocks on the wall.
If you go the curtain rod route, a couple of words of advice:
Get double the number of clip rings and space them closer together than you would for a curtain. Provides more support and the flannel sheet won't ripple as much.
My flannel sheet rippled more than I wanted so I sewed a 4-inch wide band of curtain header (the polyester type, not the heavier buckram) to the top. That eliminated the ripples.
Anita