Fabric stores provide a wealth of crafts this time of the year, including something called "mummy cloth" which is very similar cheesecloth but comes in a variety of colors like black, brown, and grey. Mummy cloth is relatively inexpensive and can be turned into curtains, tablecloths, and even ghosts. With scissors tear holes and stretch by hand to give it that tattered look.
If you can't find mummy cloth, cheesecloth is always readily available. You can stain the white cheesecloth to give it an aged effect. Use strong-brewed tea or coffee, but to make it last season after season, stain it with water-diluted craft paints or even RIT dye from the drugstore.
Cheesecloth comes in various qualities from 10 grade to the premium 90 grade. For Halloween decorating, the 10 grade is perfect and you can get a 100 yard box of 10-grade cheesecloth online for under $50. The box will last for many seasons to come!