It depends what country you live in and where you buy them from. I know that some people have bought them very cheap, so it certainly helps to shop around. Cost will also obviously vary depending on whether it's a 4 cube or 6 cube set.
I paid $28 a box, for 4 boxes, plus $20 shipping. So for me it wasn't really that cheap, but I could only get black ones by buying online (only a single store sells them here so far, and only in white for $25 a box) and there's only one website I could buy from. But if you live in the USA, I know the options are much more varied, I believe, Kmart, Target, and Bed Bath and Beyond (and possibly more places) all sell them.
Otherwise, I wouldn't recommend chicken wire because it's too flimsy and can be bitten/torn through. If you're going to use a mesh like that I would use an aviary mesh, probably the one with 10mm squares, though if you're not using it for flooring you could go for a large square size, though you don't want too big because you don't want rabbit faces to get stuck in the gap.
The main benefit you get from the grids over the mesh, is that the grids essentially support themselves due to their rigidness, whereas mesh has to be supported on a frame. Also, if you change your mind regarding size, it can be easily pulled apart and reassembled without worrying about the fact that the piece of mesh you just cut might now be too short and you can't re-use it etc.