Yeah Lexar have just announced those 1000x CF cards which are a faster speed than the SandDisk Extreme Pro. I think SanDisk will have to bring out some nice new high speed CF cards soon to stay competitive
SanDisk Extreme Pro Happy Fast Speed maybe?
I bought a SanDisk Extreme 32GB (60mb/s) card when I thought I was going to buy a 5D2 haha! Bad idea, so I'll just use that until they release their new high speed cards
As for cheaper options, you always could, but CF cards are probably the cheapest thing you're going to buy for your camera, and definitely the most important since they actually hold your images, why skimp there?