I first heard this idea at a child birth class. The instructor had stuffed a tube sock with rice and sewed the top closed. Then she put the rice filled sock inside another sock and was done. Handy, but not pretty. Since then I have made several by sewing two squares or circles together. I really like smaller ones for young children to use as Boo Boo Packs. You can also use them to ease discomfort from breastfeeding challenges like engorgement (cold) and plugged ducts (warm). Store these in the freezer and use as cold packs. Place in the microwave briefly to use as a moist hot pack. 

I have stuffed mine with rice or millet. To prevent bugs, place rice in the freezer for three days (this will shut down the life cycle of any weevils). If you use millet, toast on a cookie sheet in an oven set at 200 until fragrant (about 15 minutes). I have not stuffed mine with anything else, but I have heard of people stuffing them with barley, wheat, and other grains. For an adult, some essential oil or herbs may be nice.

For other information or ideas google "make microwave heating bags" or check out this thread.