Before I got into reloading my own I shot a variety of brands. Among them were American Eagle, Winclean, Fiocchi, Remington and Blazer. They were all fine. No issues with any of them. Bullets were a variety of plated in round nose, truncated cone, flat soft nose and even some jacketed hollow points. Along the way I got a half dozen boxes of LRN AE ammo as well. Of the lot if the guns had any preference it was for the cast LRN AE stuff. One of my S&W's shot that stuff with VERY neat and tiny groups. The other guns didn't care one way or the other.
Cheap? Not likely. The best you'll find is going to be about the same as buying .40S&W. And be SURE you save the brass. Last I remember paying was $16 a box in a lot of 500 about 4 years back. Now I reload for around $8.50 per 50. And someone said a little while back that they were having trouble finding factory for less than $19 a box. Not sure how hard they had tried. But clearly you'd be doing GREAT to find it at $16.