Commercial ones are filled with a mix of sawdust and sand contained in a plastic bag, you wouldnt want to use fire hose as its to expensive even if you can find it, rip stop nylon makes good ones but be warned they are fiddly to make.
old rags stuffed in socks , paint rollers etc are alright for puppies but lack weight for later training or for throwing any distance
the cost of ready made dummies is reasonable esspecially if you shop around, though beware of some of the cheap imports that split after being thrown a few times, or there is always the dokken range expensive but good