I've been experimenting along a few different lines, none of which have been tried in the field yet.
The one that shows the most immediate promise (with the least work involved) is rocket balloons. The long feed tube is easy to tie in a bow, hence they are more reusable. I also find them a little easier to inflate than regular balloons. On the downside, they are a little heavier.
I got six or eight at a local dollar-type store, although I see you can get them online (Google is your friend).
If any of my other experiments starts to show promise, I will post them here.