Lowe's (and probably Home Depot) carry those interlocking block mats. I bought mine (the kind with alphabet letters cut out on them!) for under $17 for 26 of them (12" x 12" each) at Lowe's about a year and a half ago. I believe they're exactly the same spongy material as the high dollar ones and they're great for pinning stuff for blocking.
They have them plain colored but in the set I bought the alphabet letters in the blocks can come out and I sometimes use them when I need to extend the blocks for longer pieces (like afghans). I can separate the "letters" to fill in blank spaces in the center and use the square parts to lengthen the pinning surface around the edges.
Also, if you go to a welding supply place and ask for stainless steel "tig" rods you can get a bunch of them, about 30 or so, each 3' long in a plastic tube for about $16. These are AWESOME for blocking things. About an inch or so of each end is flattened so it's easy to thread through the pieces you're blocking without snags.
And all so economical, the whole set-up for under $34.00
Hope this helps!