That depends on if you you want to be 100% authentic to what the series says they were made of or not. In the manga, they were made of wool. What I've used for mine in the past was either this
in the royal blue or this
. I know I switched fabrics from one to the other because one was too stiff and I didn't like the feel of it. I'm pretty sure it's the second link that was too stiff and kind of itch-inducing, but I'm not entirely sure, so that's why I included both.
The only piece of advice I have is please please please don't go the route of nearly every cosplay shop and use silver trim. Nowhere is it ever shown to have a sheen, even on the figures, which would mean it's more of a matte grey than a silver. XD Sorry, it's a pet peeve of mine.