It hurt$ to shell out for them, but if you raise a few generations, you'll wonder how the vendors can sell them as cheaply as they do!
Do a search on hornworms in this forum, and you'll turn up lots of info on do-it-yourself. You can purchase dry chow from the same places that sell the hornworms. It's cheaper than buying pre-mixed chow. Some people are experimenting with mixing ingredients on their own instead of buying the dry mix.