Shouldn't be too hard. There's basically 2 aspects of a sleeve:
1) Prevent scratches. So uh, could be cloth...velvet, velour, I dunno, frankly anything that prevents random small things from scraping the case.
2) Shock/impact protection to prevent against shocks/drops. For this you need something spongy to absorb energy. So could be bubblewrap, memory foam, neoprene. Basically anything soft and spongy.
1+2=protection.