Sale! Sale! Sale! Go to Joann fabrics and get some yarn! my favorite is the Sugar and Cream brand, try it out. http://www.joann.com/
Or go to Michaels and enjoy a 50% one regular item coupon http://www.michaels.com/
Recently I have been checking out prices of yarn on ebay http://www.ebay.com/sch/i.html?_trksid=p5197.m570.l1313&_nkw=Yarn&_sacat=0, and if you find the right auctions, theres a good chance of getting a good deal! But be careful, auctions can get addicting... (oops!) Enjoy!