PVC pipe from Lowe's or Home Depot. Adam is right, you do want to put a little newspaper padding around the shaft, and newspaper tucked on both ends, to keep the shaft from rattling around. 2 or 3 wraps of duct tape on each end of the tube.
PVC is fairly cheap, but there are two thicknesses readily available. The thin one is plenty strong and a lot lighter - cheaper to ship.
HOWEVER - I have not shipped any since USPS started having the long length surcharge, and I haven't tried to send PVC by UPS or FedEx. Shipping shafts in PVC via USPS used to be a bargain. Probably not anymore.