If you're shooting 35mm, you can save a lot by buying film in 100 foot bulk rolls and loading it into cartridges yourself. The bulk loader will pay for itself very quickly.

A B&W film that's both attractive and surprisingly cheap is Agfa APX 100.

For color slide Fuji Sensia is a good quality film that isn't too costly. In this case, conventional preloaded cartridges are probably the cheapest (around $2 a roll), and I don't know that it is sold in bulk.