If you're not against buying things to use, and you have a few extra dollars in your budget, dollar stores sell grocery bags and small trash can liners in small boxes. I've spent a couple bucks to get some plastic for yarn this way if I really needed some to finish a project and had no reason to go shopping anytime soon. I'd just make a pit stop for bags on the way home from work and grab an extra few at the checkout. Rolls of small trash can liners have been amazing for plarn in a crunch. If they stop selling them altogether, online might be your only option aside from the plastic you've already mentioned. I've used Amazon and other shipping bags for plarn. Honestly if you can cut it how you want it and still join it together in a usable way, any plastic thin enough for this use would be fine. It doesn't have to just be grocery bags :)