Don't you have any farmers cutting hay this time of year? Stop by and ask to buy 1 bale. You'll have enough for a long time. Leave it in a garage or basement. Most hay cut time time of year is awesome.
you can get those bagged ones at Walmart pretty cheap.. If you have a feed store anywhere.. check there..
look under craigslist in your area under Livestock and do a search for hay.
A bale of good grass hay here, goes for about $16. but it really varies.