The lightweight dry cleaning bags are best. Most garbage bags are too heavy. Make an "x" of drinking straws & Scotch tape to hold the bottom open & about 5 skinny birthday candles, well clear of the sides. Inflate with hot air from safe source ( mantle lantern or camp stove ) until lifting well, then light sustainer candles and release.
Safety first. No or very light winds. You don't want sterno or other fire source that will light a house on fire. Do Not Use if forest or brush fire hazard exists.
Cheap paper versions are around with the candle included. $5 at local convenience store. Check Dollar stores. You can also buy kits with rice paper ( feather weight) & patterns to make a variety of shapes.
Coworker played that game once. Gassed up a garbage bag . Climbed too quick so he tailed it with a welding rod. Then it just drifted and climbed real slow. I was running bead blaster for several hours so wasn't at normal work station. Got back and Ben was so proud of his bag. Called my attention to it. I looked up, saw it, and where it was. I simply asked, Ben, won't that drag your tail rod right across those 440 volt rails that power the overhead crane? There was a small color loss in his face then and it was on to try to retrieve said bag. I thought it was funny, but he never considered those power bars that sit on top of those beams.
In Taiwan (and probably China), they're called "tiandeng" or sky lanterns. You paint blessings or wishes onto all four sides and then lift them up to heaven.
Supposedly your wishes and blessings come true. It's kind of a tourist trap now, the shop keepers promise they'll help you find the love of your life or get a new car or pass your mid-terms.
Me in Pingxi, northern Taiwan a couple years ago.
Instead of writing blessings, I wrote "Sneeze" and "Dinosaur". Because either one of those are as likely to come true as good fortune or a new car.
The mass balloon launches at festivals is spectacular. There's a Hot Air Balloon fest in Dansville NY that's quite a good time, with bands and beer sales... They line up the balloons on the ground and fire them up at night for a "Glow".
For those preppers on a budget. And for the rest of us that should have some stores. I like the bean soup option with flavor packs. I'll put some dried peppers at the top for seeds to plant. The beans are seeds.
Remember this rule. If you are not running from an attacker, do not turn your back on them. I only did it once. We were both in trouble by the time the law got there.