Over at Audioasylum.com, you can search their archives for the "DIY Audio Asylum power cord," which is apparently based on an old design by Robert Crump of TG Audio and is supposed to sound very good. You should be able to build it yourself at very low cost.
There is also a lot of praise over there for the Bolder power cords, which are very economical and are supposed to sound very good.
Hope this help!