Go to your local Harbor Freight store.

They have the line you'd use in those chalk markers for really cheap. One 'spool' would fill five or six reels. Last time I looked, it was around $4. Comes in several colors.

If you don't have a Harbor Freight, check the tool sections of discount and dollar stores. They often have the same stuff very cheap.

You can also use thin twine found at any hardware store.

Buddy