I make mine from just pine needles and crochet cotton. I am sure any string, sinew or raffia would do as long as it was strong enough. I use a needle with a blunt tip.
I collected the pine needles (straw as we call it ) from our front yard and put it in a bowl of warm water for about 15-20 minutes. (Tip: you can leave them in the water while you are working but in between times you are going to want to pour the water out because the needles will begin to rot if left in too long).
Then it starts something like this. Use a butter knife to pull the brown tips off of the pine needles (just pull them off a you go along).
Then put about six of them together (ours come in 3's) and make them into a loop like this.
Now you are going to stitch through the center and around the outside. I did 10 stitches. You can do as many as you want but the number has to be even because you are going to make V's using two stitches each time (this will be more uinderstandable as you go along).
You then bend the straw around and in between the stitches you did you make two stitches making them into a V. As the straw gets thin you will have to add more needles. I add them under the current ones that I am working with on the round to "try" to hold them in. They fall out a lot. It's hard.
This is basically what you do constantly all the way around. Keep making V's inside the V's of the row before it so the V's line up. (Tip: Make sure you get in the middle of the V's on the back side as well as the front).
This is what I got done in the hour that I had before I had to go to work.
The picture at the top of the page is of the first pine needle basket I ever made. As I said, I have only done a few since then as they take so much time.
As I go along I will take more pictures of how this one progresses.