Cheap is not necessarily a good way to go, as most times cheap means heavier more dense rock that doesn't have as much capacity for use as the biological filter.
What you should look for is the lightest piece when comparing same size pieces as they have much better porosity, but this normally comes in the higher priced rock.
However, consider that the cheap rock is heavier so you pay for more pounds than a quality piece of rock the same size.
More pounds times price per pound can many times be very close to less pounds times the higher price per pound, and you get better biological filtration.