We use bed sheets, duver covers and even old mattress covers here (anything we have old spares of for the back of the house; the mattress cover actually fits perfectly over our bit kitchen window, which is the biggest source of quickly heating up the kitchen as soon as the morning sun hit its).
A thicker cover is more effective (especially as they take longer to dry out again when you wet them on a really hot day as a further insulation), as are light colours since they absorb heat less.
However, you choose the thickness for how much light you still want/need to come into the room. A thinner sheet can also be more easily held by a window flap to fix it in place (which is why we use them on the streed side, which gets the afternoon/full evening sun, so it is not quite as straight forward and you want to think about the situation.
If in doubt, try a little practice with some bedding of yours and see what works best for you.
Second hand bedding from a charity shop is dirt cheap and also a good way of recycling as is any old bedding you have.
of course..
We had ours for 4/5 years now. We got it because of the piggies too. We had a teddy breed of piggy that time (Bunny) that struggled with heat during that summer. So hubby decided to buy a portable aircon, because electric fans and air coolers really weren't enough. Hubby and I are sharing the benefit of it too. 