Originally I designed this pattern for a friend's baby, and then I liked it so much that I made a second one (with some slight adjustments) for myself! I've added the pattern to Ravelry, so for a few bucks you can make one of your very own.
Yarn: For "Alfonso" (the one that matches the pattern), I used Plymouth Galway Worsted, one skein of light green and less than one skein of tan, plus a little bit of black for the eyes and nostrils. For "Mortimer" (the first, practice one), I used Mission Falls 1824 Cotton, one skein of green and less than one skein of natural, and the same black. If you're making your own, any worsted weight will do, really, but washable is recommended if the monkey is going to be for a kid.
Needles: For both, I used size 3 dpns.
Pattern: You can download a PDF of Alfonso from Ravelry for $3. (Or, view the Ravelry page first, and THEN buy it!)