I shop at a local store that sells fabric, notions, trims, etc. Much of their inventory is bolt ends from factories or warehouses that didn't sell. I could write a book about all the amazing finds that I've bought, but for now let's focus on thread.
I bought some huge rolls of industrial spun polyester for $2/cone. It's probably $20/cone retail! However, my home serger is not equipped for such large cones, and I couldn't rig them to feed into my machine without getting caught. I was going to buy a thread stand, but I'm cheap. I googled instructions for how to make your own, and found this Instructables. I had to alter his design to accommodate my larger cones, but I had everything I needed in my house already! I saved probably $30.
I used 2 wire clothes hangers, an old woodcut from art school for the base, and scraps from dowels from my Roman blinds. It was quite fun to use lots of tools, but hubby's drill was low on batteries =(.
We'll see how it works the next time I serge a bunch of wool!