If you're moving, or just need to ship your latest eBay item, you'll quickly find yourself in need of bubble wrap, foam peanuts or other packing material. To safely pack items on the cheap, Real Simple magazine suggests that you may want to consider inflating plastic zipper storage bags (Ziplocks) with a straw as a packing bubble.
I've used this tip in the past to send eBay items and can vouch for how well it works. You'll definitely want to use the straw, though, as otherwise you'll only be able to get it half full of air.
Zippered Plastic Bag as Packing Material [Real Simple]