$20 for 20 adult females and 5 adult males is actually a pretty good price, but you're right, it is the shipping that will get you. If there are no local craigslist listings, check your surrounding states, contact people, and see if they will ship. I'm in Chicago, and and people from WI and IN contact me all the time from my CL ad to inquire about shipping. A lot of people who don't sell large scale will ship for lower fees, or just the actual cost of shipping itself. I ship my small starter colonies (15 adult females, 5 adult males, and 1/2 cup of assorted size nymphs) for like $7.50, cause that's all it costs me. So maybe you'll have better luck with that?
In the end, it's not cheap to set up a starter colony. You really have to put some money into it.