Try ultrasound gel. Aquasonic clear is the best, and costs about 1/3 what sex lube does. My guess is that some clever person in the medical field noticed that it was a great sex lube (it's always being stolen by the horny nurses) and got the smart idea to bottle it up with a sex lube label and jack up the price. It seems to me it's the same stuff.
In the US, at least, you can also get liquid glycerin behind the pharmacy counter.
$3 for 4 ounces at Walgreens.
Or you can get a 32oz bottle of liquid glycerin at Snowdrift Farms for like $7-8.. You can also get the xanthan gum there. And while you're at it, pick yourself up some methylparaben powder and/or Optiphen for a real preservative. Cheaper than GSE(Grapefruit Seed Extract) and it absolutely, positively works!
Now you're ALL set for one-stop shopping and shipping costs.