Most of what Kevin says is great advice. However, as a former professional packaging supply & equipment salesman, I need to offer a correction and a suggestion.
Large bubble, 1/2", is not designed for protection, but is designed to be used as void fill. Small bubble, 3/16", is what you want to use to wrap items for protection, as that is what it was designed to do. Always wrap items with the bubble out, as bubble can have an abrasive effect on finished items. Thicker foam, 1/8"-1/4" is a good alternative for bubble, but more expensive. Bubble and foam are both sold at Home Depot for a reasonable price in lesser quantities.
For larger void fill requirements, I have found empty.5 liter, or 16.9oz water bottles with the cap firmly tightened, a great option. They are strong, lightweight, and large enough to fill bigger spaces, and if you loosen the cap, you can slightly crush them to fit odd shapes, tightening the cap again after forming them. I shipped a laptop to a former employer using water bottles, and they performed well.