Inexpensive is the trouble word there. I ended up going with EZ-Slalom and their products and service are great. If you want to try and do it on the cheap, you can get just the course plans from him for 30 bucks. It tells in detail how to construct exactly what they sell.
Another skiier around here had some PVC from an old course that he gave me so I just bought the mainline from EZ-Slalom and I saved a ton of money. http://www.ez-slalom.com/
Also you can try http://www.ski-it-again.com/php/skiitagain.php
they sometimes have used courses for sale.