What scale are you working to? As Mark points out a small tea strainer mesh is great for fine mesh as is buying some 1/16 grille mesh. Larger Aluminium mesh, bought in sheets for a motor factors is ideal for larger scale or applications.
Get to poundland - other outlets are available - and buy a set of 12" dia. splatter guards. The mesh things that sit on top of a frying pan. They make great mess thingies and shape readily to whatever you want.