I don't know exactly what you mean by "bulky" but..
I have bought cream/ white colored cones at hobbylobby. You can also go to cotton clouds.com and they Have OOOODLES of colors for SnC. Also at MY hobby lobby they have yarn kits that have a pattern book/ 3 HUGE skeins of yarn ( 16 oz each) in a 3 pak clear plastic bag that are usually 20$ but I use my 40% of coupon and usually get them for 12$ which is a great deal.. they come in solid colors and varigates . I
them for dishcloths..they are worsted weight yarn~!
Hope this helps~!