You can use tulle or organza, or your same shell nylon, but you'll have to make sure and roll the hem, or it can and will unravel.
If you do go the cheap route, I suggest organza, which you can find as light or lighter than nanoseeum occasionally, just look for the cheapest stuff on the rack.
Noseeum or nanoseeum can be sewn to the shell material without a roll hem, as long as you can hem it straight, or just a single fold.
If you're doing a 30deg quilt you'll only need one linear yard of mesh.
Joe at Zpacks has a mesh that's comparable to Thru-hiker Nanoseeum and has very reasonable shipping costs, and it's also a good place to pickup some super light and inexpensive draw-cord and cord locks.