High Density Polyethylene
A strong, cheap, durable plastic with a solid melting point of 110C.
HDPE Is one of the more finicky plastics to extrude. It does not stick together well, and because it shrinks a lot when it cools tends to distort readily. Experiments with a roasting bag suggest this may be partly prevented by depositing in a warmed environment. The novice is encouraged to use ABS or PLA before attempting HDPE.
The adventurous could also try a ABS HDPE blend which may have very good results.
Check the forums... someone might be able to ship you some for cheap.
You can also make your own see Recyclebot
otherwise see Printing Material Suppliers