I also go to the local feed store for the plastic grain bags. They run about 50 cents a piece and hold up for a long time against field points. I fill em with plastic bags from the grocery store, or in a pinch, I hit the dollar store and buy their black garbage bags (our local dollar store has these ultra-cheap and rather low quality garbage bags made out of the grocery bag like material).
I've also recently taken to using the dog food bags that my mom had been stockpiling. These particular ones seem to be made of the same mesh material that the grain bags are made of, but slightly thicker. It's somewhat disturbing shooting the picture of a golden retriever though.
At our feed store, they also sell the burlap bags, but I think the plastic is better suited to the task at hand. I've checked the local coffee joints, but most get their beans by other methods these days, I think the burlap coffee sack may be a thing of the past, at least here in the Northwest, perhaps more efficient means of transporting coffee were required to fulfill the coffee drinking needs of Washington State.