Crepe is a type of fabric in which the yarns are given a pronounced twist which results in a nubby texture on the surface. The texture may be subtle, or it can be quite pronounced.
Crepe may be woven from almost any yarn and there are dozens of fabrics out there with a crepe texture. Here are a few of the more popular ones:
Crepe de Chine – a lightweight crepe, usually (but not always) polyester which is popular for lining garments.
Double-crepe satin – a satin-weave fabric with the nubbly crepe texture on both sides. Frequently made with silk, silk blends or 100% artificial yarns. Popular for special-occasion garments.
Price and care for crepe satins varies hugely, depending on their component yarns, so be sure to pay attention to that when shopping. You can find it for as little as $7/yd, or for more than $100.
Update: Wikipedia has an intimidatingly complete list of the types and sub-types of crepe, including many historical varieties.