I've been using
Klingspor sandpaper for my woodworking projects for many many years now, and I love the stuff. I dont know about less expensive but if you dont like changing sandpaper all the time this is the way to go. It has a cloth backing so it lasts and lasts. Might cost a little more up front but when something lasts as long as this stuff and you dont have to keep changing paper all the time I think your way ahead in the long run.
klingspor Hope this helps, Paul