Another good option is something called Flurr (fleece + fur). However, a good thing about this is that the fur on the fabric was so long that it easily hid the many safety pins I used. The downside to curly fleece is it can shed quite a bit when it's fresh, so it gets rather messy. It's soft, breathable, and light enough to move around in but with enough weight to hold the package together. I've found this fabric to work well for the body of the costume.
