It also depends on what you consider expensive. The prices that WEBs and KnitPicks charge don't seem to much to me. My LYS, however, has some skeins and hanks that are in the high $20 or $30 range. Why on earth would a peson spend that type of money? The best knitter in that shop, who teaches great classes, uses moderately priced yarns, and will guide students to those.
I don't like Red Heart yarns,just don't, it's a thing from when I crocheted. Some of Lion Brand's are OK, but with all the knots and funny centers it can get exasperating.
I LOVE THIS SITE!
"All good things and every perfect gift is from above, coming down from the Father of Lights who cannot change."