Inflate a large (and I do mean LARGE) balloon
approximately the size of the tumbleweed you want.

Into a bowl of papier mache' medium, dip long
threads of yarn (in shades of tan, light green, etc)
approximating the colors of your tumbleweed.

Lay the yarns in random patterns over the inflated
balloon, leaving plenty of open space between them,
and let dry. Pull the threads on some of the yarn
pieces to give them a rougher look.

Once dry, give the whole thing a thorough coating of
spray starch.

After the starch has dried, pop the balloon and
remove it from within.   The yarns will retain their
shape and the whole thing will be light enough to
blow gently across the stage.

Good luck!