I don't usually use batting, especially if I am going to do a filled embroidery design. I use ordinary stuffing although I have been tempted to use steel wool in the centre which is supposed to keep the pins sharp.

I use cotton material with tear-away and then fill with fiberfill. I am certain there are better ways of making one though!!!

I looked everywhere for crushed walnut shells. Then after I was about to give up I found them in the cat litter section of the pet store.

I have yet to make a pincushion, but I know my mom and grandmothers use old coffee grounds that were dried. I don't drink coffee so I use magnets for my pins.

I usually use wool felt and walnut shells. The wool supposedly keeps your pins and needles from rusting and the walnut shells weights the pincushion down and keeps it from taking off across the room when bumped.

get it at a pet store, it is used for reptile litter and bird litter. it is cheaper there than at the quilt shops or go where I go -to EBay

I use Alpaca fleece for stuffing, it light and holds well. We have alpacas on our property. I use a light tear away to embroider, and use 100% cotton fabric. I love the idea of the Pin cushion swap....do hope we get to see photo's of everyone's creations posted ....

Sand box sand ("play sand") also works well and sharpens needles.

I found crushed walnut shells and have enough to make 50 pincushions. I found them at the pet store in the kitty section. The sales girl had quite a story about how this product used to be with the reptiles and now due to it popularity is with the kitties. I think it would do better with kitties as there are more kitty lovers than lizard. Lol!

I am not in the Pin Cushion swap but just had a thought when reading the comments on fillings. Please take into consideration different countries have Bio Hazard restrictions.
I would hate to think someone's gift ended up being destroyed because it might not be allowed in.
Here in Australia we have pretty strict rules.

Crushed walnut shells (in US) may be found at Hardware stores such as HARBOR FREIGHT. have not seen /or asked at Home Depot or Lowe's.
Specialty quilt shops do have them but you'll soon find that they are very expensive there. If you have an old fashion tomato pin cushion the berry is emery sand also found at hardware stores. This costs a tad more but does the job sharpening needles/pins beautifully. Since this will serve as a weight it also prevents your pin cushion from slipping.Rice can also be used in pin cushions.