Champion brand is decent and cheap
My go to brand is adidas. Their stuff just always fits perfectly.
My budget is pretty tight... i just wear what i have in my closet... or a tank top.. somthing that's not baggy, it'll just get in the way.
My suggestion would be to look for clearance items. Sometimes I find some great brands at cheap prices (fila, nike, adidas). The only catch is you have to buy for next season. If you live by a target their stuff is great or by a kohls their brand (tek gear) works well. Sometimes online is a food way to go too. Hope this helps and good luck finding some bargains!
If there's a Marshalls or something similar near you, I'd suggest you check there. I picked up some pretty amazing leggings for about $15 a piece. My other suggestion is Target's C9 stuff - it's Champion for Target. I've got some pieces through there and like them. As someone else said, check the clearance. You can get amazing deals that way!
GO to www.eastbay.com - They have great workout clothes in their brand and other popular brands like Nike, Under Armour, etc. The price on the Eastbay stuff is cheap, but great quality.
I've been wearing a lot of the BCG brand lately.. the material and fit is awesome for how cheap they are!