In case you're looking for something special, embroidery-wise:
My colleague Dr. Alex Makin has put together kits for Bayeux-style stitching!
Now... Alex is a textile archaeologist specialising in early medieval embroidery and a professionally trained embroiderer. Add those together, and the result is that her kits are not just any random bits of fabric and thread... obviously.
The Bayeux kit contains hand-woven fabric to the specifications of the original ground weave of the tapestry. The embroidery threads are wool, and of course they are hand-dyed in natural colours, similar to the colours used in the original. You also get a handmade bronze needle for the stitching, and a booklet with instructions so you can stitch your peacock... because that is the motif for this kit.
Which means that if you'd like to get a taste on how the original Bayeux tapestry was done, and how it felt to stitch it, this is the kit to get. You can learn more about the kits, and pre-order them, here on Alex' site.