I know this thread is a few months old... Hope I'm not committing thread-necro...
Last night, I was in Arlington Heights, and stopped for some groceries at Garden Fresh Market. (Love, love, love that grocery store! Fortunately, it's close to where my mom lives.) They have a large Hispanic spices section, and had a jar (I want to say 1.5 oz) of saffron by a brand called Badia for $7.99.
I don't know if it's the most high quality saffron, but I always buy cheap spices from the Hispanic markets and have never had a problem with quality or flavor.
Hope that helps!
Garden Fresh Market
600 E. Rand Rd. (Corner of Rand & Palatine)
Arlington Heights
(847) 577-1770