Best small balloon material for containing helium?

After a little research, I noticed there is a lot of float time
difference between regular balloons and aluminum balloons. Is there an
easy to obtain, very light material which will contain helium for a
long time? I'm thinking the size of a beach ball or maybe a little
larger. I don't mind fussing with a material if it helps produce a very
small balloon which will stay afloat for a long time.




Out of curiosity, is helium extremely difficult to contain?