I've traveled with both the bigger plastic ziplock type compression bags that you roll to squish out the air as well as the Eagle Creek Specter compression ones Lo mentions. Even with the expense the Eagle Creek ones work better for me. The big plastic ones are cumbersome and generally a PIA. The last time I used one was to take a polarfleece jacket and while it compresses it well it makes a wider "package". I've got Rick's brand compression bags as well as Travelon, I think. My experience is also that the ziplock compression bags wrinkle clothing worse. They are fairly inexpensive, so get them and try them out, then purchase the "good" ones, lol!!
Look at Sierra Trading Post (online or brick and mortar) which often has EC on close out. Also if you've got a TJ Maxx near you cruise thru there and take a look at the travel section every time you are in that area. I saw some Sharper Image brand compression cubes that looked a LOT like the Eagle Creek ones last week.
If you are not traveling soon, sign up for emails from Eagle Creek. Sometimes you will get 30% off coupons. They had some sales last year because I gave them to my family for Christmas.
Also, they sell these at REI if you have that store near you. Perhaps something will be on sale for Black Friday if you can wait that long.
Oh yeah, if you have an AAA travel store near you stop by there and look. Mine has good prices on them for AAA members but they don't always have the cool colors, lol.