Gaming Grids

[RTGoodman]

Chessex's Battle Mat (as others said) is good, and you can occasionally get misprinted ones (that aren't that misprinted after all) for pretty cheap.

I actually prefer a relatively new product, Gaming Paper. I don't know if I'm allowed to link the actual site (advertising rules?), but it's easily found via Google. It comes in a long roll like wrapping paper. I've been using it for a year or so and still have two full rolls out of my original four.

It's designed for you to cut out just the sizes you need, draw on them, then roll/fold/crumple them up. They lay back out smooth, look good, and are generally pretty durable. (You can even iron it on low heat if you spill something on it.)