The best I've done $-wise, by far, is with Teflon-insulated, stranded wire. Lots of it available on eBay--do a search on "teflon wire." Lots of sizes available. Sometimes you can find twisted pairs. Pretty much everything there costs less than $1 per ft. Most less than 50 cents per ft.
It takes a while for the wire to "break in," so play it continuously for 4 or 5 days.
One more thing, it sounds best unterminated, so don't bother messing around with spades, etc. Treat the ends with Caig Pro Gold (avaiable in small quantities at Radio Shack), and hook it up.
You'll have outstanding cable for less than $1 per ft.