I bought a yoga mat at Wal-mart for about $7. It works great for smaller projects (only unroll it partway), and for scarves. You'd need something larger for a sweater.
You can get a set of 4 of the larger foam "puzzle type" mats at places like Wal-mart for about $20. Since the ones from Knitpicks are about the same price, and allow more flexible shapes, I'd probably just go with those. (KP = 9 sq' and Walmart= 16 sq')
People also make their own with things from Home Depot. I particularly liked one idea that included gingham fabric--so you have squares printed right there to keep things straight. (No idea on cost)
I'm Knittermom9 on Ravelry