You can get the cheapest SD cards at any store...wait until they have promotional offers, they normally go down 40-60% in price. If you dont want to order online go with BestBuy or Circuit City.
My reccomendation is to stay away from cheap ones. I have endless problems with them. Try to find some decently priced ones. I personally only use Panasonic cards anymore. I have heard they created the SD standard, and so far they are the best/fastest cards I've found. I've got other ones that have actually died on me, lost all the data, and constatly caused my camera's to freak out
Oh, and if you're wondering, I beleive the other brands I have used as Sandisk, Lexar, and Impact. I have actually seen two other Impacts that have died...