I've got a smattering of actual pulps and a much better (if still pretty random) assortment of digests. They're not necessary CHEAP, but compared to comics or first edition books they're very reasonable. If I recall correctly, I've paid as little as $15 for an issue of the Shadow and $10 for a Doc Savage. Other than my small selection of character pulps I don't think I've ever gone over $20, and rarely over $10. And my selection includes quite a few stories that would be keys if pulps were like comics- I've got 3 John Carter of Mars stories by Burroughs, several Heinleins, a few Foundation stories by Asimov, a fair number of stories by Bradbury- including at least two that later became part of the Martian Chronicles, Children of the Lens by E. E. Doc Smith, almost everything H. Beam Piper did, a lot of John D. Macdonald stories, at least a few Cordwainer Smith stories, Philip Jose Farmer's The Lovers, Fredric Brown's What Mad Universe. That's just off the top of my head, and most of those were under $5. They also often have art by names we know from comics- I've got illos or covers by Shomburg, Williamson, and Powell in my collection.
I think it's a very telling point on the mentality of collectors that, for at least a while, there were some Doc Savage stories where the original pulps were cheaper that the paperback reprints.