Black tulle is probably what you want in term of cheapness. This stuff is also the best for visibility, so for head nets.
If you have amazon prime (or are willing to pay for the faster shipping) this:
Since it is prime you can get it shipped as fast as you want either way, since itis in the amazon warehouse. It is cheap, and a ton of material- 40 yards for $25. Ideal for mosquitoes. Not quite as much for other very tiny things, like chiggers. It can be sewed into more fancy things, or in a pinch just used in pieces.
An easy and fast way to sew it with a machine is to sew through a piece of scotch tape on top of the seam. Easier to cut with a razor or mat knife on cardboard as opposed to scissors.
With one or two of these you could create a whole mosquito-proof tent for your family with a bit of work. Looks nice but is of course a bit more fragile. Your dog, if you have one, will likely run through it, for example, rather than come up short. :-)
BTW this particular stuff is not stiff at all.