Various types of juggling balls & beanbags can be made cheaply from all sorts of materials; here are a few ideas.
Beanbags are highly recommended for beginners because they are soft & squish into your hand they are easier to catch & hold. They also have a DEAD DROP, which means that when they hit the floor they don't bounce or roll away so you don't have to spend hours of your practise time chasing after mistakes.
Some people choose to use stage balls. These are solid, so they keep their shape & look better for performing on stage (hence the name). They also force you to be a more accurate juggler because if they hit in mid air it is usually the end of the pattern & they have to be genuinely caught, whereas you can hold onto a beanbag by pinching it between two fingertips if necessary. Many people use both, the beanbags to learn with, the balls to perform with. Try both & see which you prefer.
I've got instructions for making your own juggling balls out of 4 different things:
Fillings
Firstly a note about fillings. The balloons, tennis balls & fabric balls all require a grain like filling of some sort. Millett is the most common filling found in commercial balls. Other common fillings include flax seed (my favourite), sand, lentils, dried rice, corn. The more uniform the filling (that is all the grains are the same size) the better your end ball will feel.
Balloons
You can make good juggling beanbags from balloons. These can be made very cheaply & are great for kids because they are small, light & have a perfect dead drop. Beware though balloons do start to perish after a few weeks or so depending on the quality of the balloon. These are only props to get you started in your juggling career.
Get a couple of balloons, cut the necks off & fill one completely up so that the rubber just starts to stretch with whatever filling you want. Then stretch the other balloon over it to cover the hole, use a tiny bit of rubber glue to prevent it from leaking. You can use more than two balloons per ball for something that is a bit stronger if you are juggling over a hard surface.
Tennis Balls
Obviously you can juggle tennis balls straight away but as a serious prop they are too light, too bouncy & they usually roll a long way when dropped. They can be modified quickly & easily to be heavier & to have an almost dead drop. Juggling balls made from tennis balls look really good & are very hard wearing so unlike the balloons will last for years.
Cut a small slit into each ball about 2cm long using a stanley knife or similar sharp blade. Kids, get an adult to help you with this, tennis balls are difficult to cut into, it is very easy to slip & stab yourself. Once you've cut the slit, squeeze the ball so the slit opens up into a small hole. Pour in some filling but don't fill it all the way up, otherwise the ball will be solid & you won't be able to squeeze it. Instead fill it up half way then throw it about a little to feel the weight of it. Add a little bit more or pour some of the filling out until you find a weight that you are happy with. Use some kitchen scales to get all three balls to weigh the same. Once you are happy with the weight seal up the slits with rubber epoxy or super glue, squeeze the ball open & apply glue to the edge of the rubber to make a nice clean seal.
Pom-Poms
Don't laugh, I think these are great. Extremely easy to catch, very easy on the hands, perfect dead drop, they can be made with your eyes closed & they won't smash the TV screen very easily. They are strictly an indoor prop though & do take quite some time to make.
Get a piece of card; the back of a cereal packet will be fine. Draw two circles, ideally using a pair of compasses, or draw around a cup or baked bean tin for the outer circle & a large coin for the inner circle, one inside the other. If not using a pair of compasses, try to get the inner circle as close to the centre of the outer circle as possible, otherwise your pom-pom will come out egg shaped. Cut the circles out to leave you with two doughnut shapes.
Try & find some balls of thick & brightly coloured wool. Cut a long length of wool & put the two doughnuts together, with one end of the wool tightly tie the two pieces of card together. This will be the starting point. Now firmly wrap the wool around the card, just keep threading it through the hole & wrapping it round the outside, be careful not to get in a tangle as you pull the rest of the wool through the hole. Lay each wind tight to the last, make sure you can't see any card between each strand, the tighter the winding the more robust your pom-pom will be. When you run out of wool simply cut another length & tie it onto the last piece.
When you get all the way around & have completely covered the card, go around again... & again & again. When it gets so full that you can't push the wool through the centre with your fingers, use a large needle. The pom-pom is only finished when you can put the doughnut up to your eye & not see any daylight through the middle (I did say that they take a long time). It may be tempting to stop halfway & say it is done but you will have great difficulty with the next bit & even if you do succeed with the final step it will produce a very pathetic pom-pom. The more wool you use & the tighter you wrap it, the heavier & more robust it will be.
When you get that far, take a pair of scissors & cut into the wool, cut down into one side so that the blades slice between the two pieces of card, then cut all the way round, making sure to cut through every single strand (if you were impatient & decided to stop before it was ready this is where you're pom-pom would most likely fall apart). Then take another smaller length of wool & wrap it around the wool between the two pieces of card like a belt, pull it really tight, tie a single knot then wrap it around again & tie it securely. It is this 'belt' that holds the pom-pom together. Now carefully rip away the card & fluff out the strands into a ball, cut the ends of the 'belt' to the same length as all the other strands & you are finished.
It is easy to make some very pretty multicoloured pom-poms & with a little thought you can even purposefully produce definite patterns.
Fabric
Feeling creative? You can make your own beanbags just like the professional manufacturers do. It takes a little more time & skill but produces a much higher quality result.
Start by gathering some material, any old shirts or clothing that is heading for the local jumble sale should be rescued & recruited for a higher purpose. Try & get some strong, thick material that doesn't stretch. Also try to get brightly coloured material if you can because dull muted colours can blend into the background making them harder to catch. The amount of material you need depends on the size of beanbag you want & which pattern you decide to use.
I have removed my own comparatively pathetic templates because Marylis Ramos has come up with a wide range of patterns see sewing patterns for juggling balls part 1 & sewing patterns for juggling balls part 2 for various different sizes ranging from 3 to 14 panels (The templates are available to download as pdf documents so you will need Adobe Acrobat Reader to view them).
Or you can experiment with some really way out shapes. All panels don't necessarily have to be the same shape or size; all you've got to end up with is an enclosed ball.
If you want to make up your own templates remember to take into account how much material you will need for the stitching. Increasing the shape's size by 50mm all the way round should do the trick.
Cut out your template & draw around it on the back of the material (or the side that you want to face into the ball, make sure the nice side faces out) & then cut out the material. Now using fine but strong thread begin sewing around the edges with tiny stitches, back stitch (the one where you double back on yourself) is a good form of stitching to use as it is very strong. The seams have to be tight enough so that your filling will not seep out. Begin with the outside facing in, when the ball is almost finished turn it inside out so that the stitching is on the inside. Do this carefully & as gently as possible so as not to rip the material or tear the stitching out.
Then fill the bag up right to the top with whatever filling you want to use. It is a good idea to 'over fill' the bag because it will loosen up as you juggle with it.
Once full sew up the final corner or edge. This will be the weakest point of the bag so take the time to sew it up as best you can & keep it neat because it will be visible to the outside world.
Another useful guide for making your own juggling balls is Amiel Martin's step by step guide.