Yes, I had thought of seemless rolls - The thing is I would really like to have a floor to play with as well. Also, as depth is and can be an issue, I thought that if I use a permanent background, it might be a bit more durable and not show the inevitable blemishes that paper will get over use.
I have used a fabric background in the past and this is a real PITA. Its fine when exciting pixels, as you can PS them out later, but its a pain with Film.
As for Grey - yes, I have found that to be really flexible. Just cover a back light with a bit of cellophane an all of a sudden you have a green/red/blue/gold background!