Pure saffron (just the stigmas) are expensive, but you can get cheap (mix of other parts of the saffron flower) saffron at Indian (South Asian) groceries. The saffron you find at South American mercados are probably the same quality. They come in larger amounts than the fifty stigmas per $8.00 and you do have to use about a teaspoonfull to get the same strength. I use this to make paella and the quality does not suffer, as my friends often vouch.
Angelito