Gather up the odd socks without holes. Take a 1/4-1/3 cup of rice. beans, or popcorn pour into the toe of the sock. Tie off the sock and tie again. If it is a longer sock you can tie it off turn the long portion over the toe/bean part and then tie again.
Ask if there is a mom/grandparent volunteer who sews that would make you the bean bags.
I get capet squares from SIL. He installs the commercial squares many buildings are using now. Each job has a few left overs.
I have made inexpensive pillows by getting the plastic pillow covers at the store and filling them with packing chips. You can find pillow cases to match your theme. Easy and washable-green too!
Check with a local flooring company(not the big box stores like Lowe's). We have one in our area that gives carpet remnants to teachers for free. You have to pick it up and cut it though. I got a beautiful piece of berber that was 15x7. I got 25 carpet squares and another teacher got a 5x7 carpet from it.