I dont know how much of this relevant, take from it what you will:
Ive considered building an amp (a small 5-10w one like yourself), i even have a stripped Marshall 15w amp that i was gonna use for a cab. Nearly a year on, its still gathering dust
Is it the transformers that you find expensive? I noticed that many self-builders use hammond transformers that have really specific uses. I became discourage quite quickly at the thought of importing loadsa stuff from the US. Although there were a couple on ebay evey now and again. I noticed that ppl were selling old valve amps on ebay, they would be good for parts and not to expensive as most being sold on there were broken or needed an over-haul. You might get lucky with a suitable tranformer there.
I guess the really big caps are expensive
Caps, resistors, pots and switches can all be obtained from maplin, i think they're quite reasonably priced. My top tip is the local tv repair shop, the bloke in my home town has all manner of crap lying around!
Wiring will be cheaper if PCB's arent used, i dont really know all the different types of boards, but a popular method was litterally wires only.
I guess an expensive part would be to buy a pre-made metal enclosure for the actual guts of the beast. I had a good tutorial for making one outta an old computer case (i'll have a look for it if you want), thats quite cost effective. All you gotta do then is fashion a cab out of some MDF and whack some vinyl over the top, cloth material for the grille (from ebay) and roberts you mother's brother
Make your own cab or try and find one on ebay, or even an old crappy amp that you can gut yourself. The cab i have is a Marshall MG15DFX, just the cab and speaker.
Example of stuff on ebay
This isn't a bad site
Another good 'un