In our "dungeon" we ran fishing line across the ceiling from side to side and then threw varying sizes of cheesecloth that we distressed and stained with tea and some spray paint over that and in between that we hung sphagnum moss to fill in. Got lots of comments on that and then in our "basement" we used the same fishing line thing but hung tons of black thread from it. You couldn't see and it totally creeped people out because they could really feel it and since that was the first room the went in we had a lot of people want to turn back and go out. Heard the comment " un-nerving" many times with this effect. Its very cheap and easy and not very time consuming.