Tell me about cheesecloth

I've read about all of the wonderful things you can do with cheesecloth in your haunt, but I had no idea there would be so many options when it comes to buying the stuff. There are different grades and colors, it seems to come in rolls or in bags, and it's available in all sorts of sizes.

Anyone care to offer me tips on what cheesecloth to buy?

Thanks in advance for helping the noob!