The materials used here are various evergreens, red dogwood. eucalyptus, pinecones, and native ilex berries. You can use a little, or a lot! Depending on taste. If you have access to some property where any of the items I've mentioned grow freely, then budget isn't an issue!
If you don't have access to florist sponge, (Oasis), just fill the container with wet cedar mulch. It does a great job holding all the stems in place.
They're native to north eastern North America, and as you likely guessed are in the Holly family. Funny thing is, they have a deciduous leaf, which they drop over the winter, which is different from the Holly we recognize for the holidays, and is what you'd call a broad-leafed evergreen. This Ilex likes to grow in marshy areas, and seems to like wet feet! You may need hip waders to collect them!
Have fun decorating! It doesn't have to cost a fortune when using some of nature's gifts!