Holywhack-before going to Staples and buying the peanuts, you should check at places that ship UPS and Fedex and things. I know a lot of them accept "used" peanuts for recycling and reuse, so perhaps you could get them free (or very very cheaply) So your only cost would be your fabric.
I never would have thought about going to a packing place...there's a ups store right next to my work!!
and from my research, they seem to recommend polystyrene/styrofoam beads rather than peanuts for comfort. Seem to be able to get these from some fabric or craft stores and maybe packaging type places.
I won't be making these pillows for a while...at least a year, or when I finally move out of the parents house... but I'll make a note on the pattern to look into the beads....