You can make your own with paper easily.
- Take a standard sheet of paper and put the grid on it manually. Graph paper will make this step easier.
- Once you have one page with the proper gridlines, photocopy as many as you need for your mat (I'd estimate somewhere around 15 or 20).
- Match the gridlines up and tape the pages together.
- Now get some clear contact paper and place it adhesive side up on a table.
- Lay down your gridded paper on the contact paper so they make a battlemat of what ever size you desire. For more durability, laminate the back side too.
The clear contact paper works well with wet-erase markers (I've never tried dry-erase markers).
As for size, I personally just use 2 sheets wide by 2 sheets tall (of 8-1/2 X 11 inch paper), so I guess that's something near 17X22.
4th Edition, from experience
When inflicted on a 4e group as part of a curse, it gave everyone a headache and made combats incredibly long.
The hex based map presents incredible difficulties in calculating zones relative to the ease of calculating zones in a square map. Either zones in a hex grid are the same area as a square grid or they are the same approximation of a circle. Both have their difficulties in calculation. I found that with a group experienced in square maps, everyone had to rebuild their standard tactics from the ground up to deal with the different terrain.
On the advantages side, a hexagon approximates a circle far better than a square, and with wire templates, the difficulty in calculating zones will be reduced. It also offers odd cognitive dissonance (as observed) with the squiggly-lines problem: moving "across the grain" of the map will have a character rapidly oscillate between two different rows, annoying some players.
In the question of balance, bursts will generally effect fewer people (close burst 1 has max 6 targets instead of 8) and blasts may or may not effect more people, depending on how you calculate the area of the blast. A hex-diamond-shaped blast will offer a player greater "reach" than the normal game's blast, at the expense of "width" simply by the geometry of the hexes. Changing the definitions of blasts and bursts to be more "realistic" may help the problem, but will introduce non-trivial balance problems in both directions.
My general recommendation is to never inflict a hex grid on a group used to square grids, but it may not be a bad basis for a campaign if everyone wants a hex grid. It's probably more appropriate to use it with a simulationist system though.
3.5 from little experience
While running and playing in some play by post versions of 3.5, we tried using hexes. While 3.5 maps more ably to hexes because it's based on naturalistic geometry, the heuristic for calculating distance is slightly more difficult than "every other diagonal counts as 10 feet. Still, hexes are not a bad choice for 3.5 especially if using house-ruled ideas about facing.
Other tactical games
Fundamentally speaking, if a game is designed for real geometry it will play well with hexes as both squares and hexes can be mapped to circles and feet without too much trouble. A game with high amounts of abstract tactical design "baked in" (4e) will do less well, because much of that tactical design is based around assumptions of a square grid.
Best Answer
Chessex manufactures grid maps that you can draw upon, with water-soluble markers ("overhead" pens). These are available with a variety of pre-printed patterns, so you can get those with hexes, squares, and so on.
I personally use a mixture of one of these mats, "dungeon tiles" (tiles of various shapes with terrain pictures on them, plus pre-printed grid marks), printed out sheets for some floor plans and such. Often I place a large plexi-sheet over these: it keeps the bits and pieces underneath from moving around too much, is better to roll dice and move around counters on, and I draw on the plexi with dry-erase whiteboard markers (which are not usable on Chessex's mat material) and cleaning up after these is much nicer than the water-soluable overhead markers.
Also, I use the plexi-map as a cover for a variety of boardgames I have that come with folded up card-stock maps.
To get the sheet of plexi, I just went to a local glass-supply place and gave them the measurements I wanted and they quickly cut me a sheet. You can also get plexi at some large DIY or home supply or hardware places, but I found that the prices were cheaper at the glass supply place especially when it came to just giving them a set of measurements and asking them for a precisely sized sheet.