I used ON for the longest time also till i tried Universal's Ultra whey pro C&C flavor. Let me tell you this stuff is delicious. I actually have a shake when i'm craving something sweet, it tastes that good. If you really want a treat mix with whole milk, some light cream blend with ice and its like a milk shake. Best tasting protien IMHO. As for price, well its Universal, your buying some name with that powder also but its about the same as ON is now, much better taste.
if your just looking for some cheap protien, body fortress is like 20-30 bucks for 5 ibs i think at walmart? Not my top choice, but if your trying to save some money that's an option.
Also
http://proteinfactory.com is a cool online store, while not much cheaper than anything, you can personally formulate any which kind of protien blend you could ever want
check out
http://www.wheydepot.com/ also, not much cheaper when your looking at just one 5 pounder, but if your looking to go big i.e. 25 or so pounds, youll find savings