I love using blocking wires, especially for large projects like afghans.
However, I discovered some time ago that I could really get a bargain on them by going to a welding supply company and buying a tube of "tig wires" in the smallest diameter. They're stainless steel so they won't rust, 3' long, have a flattened end for ease of threading the wire through the knitted piece and work like a charm. They come in a clear tube, about 30+ wires, and I paid under $16.00 for the whole lot. They also have spools of flexible stainless steel if you wanted to be able to shape curves when blocking.
At the same time I went on over to Lowe's and got a package of those alphabet carpet squares, the kind they use for small rugs for kids. The 12" x 12" pieces snap together. They're rubbery and thick and make a perfect surface for pinning things down. They, too, were under $17. This was about two years or more ago so the prices might have gone up but it would probably still be a wonderful bargain!