Cheesecloth was my choice of wrapping. Gauze is a little expensive and toilet paper is a little too cheap. I ended up using four packs of cheesecloth (totaling around $20).
I found an old long sleeve white shirt and an old pair of long johns (clothes that I wouldn't mind throwing away afterward).
The cheesecloth was stark white. And when I think of mummies I think old and ancient and decayed. I used herbal tea bags to dye both my cheesecloth and my clothing. (I used two full boxes of Celestial Seasonings herbal tea, my preferred color? A mixture of Honey Vanilla Chamomile and Cinnamon Apple Spice)
After dyeing everything I put it in my bathtub for a little while to drain excess liquid then put it in the dryer for about 10 minutes before hanging to dry.
The result was great even if my picture isn't. My husband helped wrap me up and we hot glued the cheesecloth in places to keep everything in place. I used makeup to add touches of "dirt" to the costume as well.
I used black and brown makeup (it shows up a lot darker in the picture) to darken the skin around my eyes and mouth and swished a mixture of food coloring around in my mouth to create a darkened mouth and used teeth paint to paint some of my teeth black.