I hear ya. I bought an A/V cable from Radio Shack for some friends a year and a half ago for Christmas, and it was about $25. I think the store here had one level below that, but they definitely didn't have any real inexpensive cables. I also bought a nice inexpensive s-video cable for myself from Target.
The Target by me is right across of the parking lot from RS, so seems very similar to your set-up. Small world.