Anything that will keep the bugs out will work.....there are advantages and disadvantages with each item....

Portland Home Orchard Society used to use #2 bleached paper sacks that could be purchased in large orders from places like Merchant's Paper Co. in Portland
http://www.merchantspaper.com/

I found that this particular paper works while I had failures with other papers I used (such as a thicker green-colored paper sack I used).

The current excitement is for foot sox, an idea originating in Portland with Mr. Swensen and now spreading around the country....

but I actually find the white paper sacks are better for keeping out the codling moth in high codling moth populations and haven't completely mastered the technique of using kaolin clay with foot sox.........one caveat: in high wind areas the paper sacks are problematic.

Some people in some places (especially back east) swear by ziploc bags to cover the apples....but you have to cut slits in the bottom to let water out but not bugs in.....(google this one for some techniques).

an example of a discussion about different bags (including cloth bags, for which I myself did not have success) is below

http://grou.ps/groworganicappl.....lks/549598

To repeat, though: most Seattle Fruit amateurs and Portland amateurs probably like the foot sox the best right now

each different thing has its own advantages and disadvantages....if you discover something new let us know.....frankly I am kind of wondering why no one seems to even talk about spraying with an inorganic....or organic (like Spinosad)....and why we can't find a way to make that safe and convenient with smaller trees......but that's another topic.