I used a ball of Yarn Bee fancy, which is a medium-weight "yarn" I picked up at Hobby Lobby. It was so soft and fleecy and colorful that I couldn't resist, and here's what I came up with.
1. dc in third chain from hook; *chain 1, skip a stitch, dc in next stitch*. Repeat ** to end. Chain 4, turn.
2. dc in dc, chain one, dc in next dc. Repeat to end, tie off and weave in.
Update PS: You can find yarns like the one above at Hobby Lobby here: Hobby Lobby specialty yarn "Chinchilla"