Another material to try instead of EP or congo hair is unbraided macrame yarn. Seriously. Here is a link to the place I have used in the past.

http://www.carolsrugs.com/fly_fishing_cord.htm

There is a sample fly at the bottom of the page.

Hope that it's OK to post that. I brush it out with a hairbrush I got at a dollar store.. cut off about 6 inches at a time, there is a little technique to it.

Hope that helps.

Scott