Have you checked out the price of gluten-free flours? You're looking at between $3 and $4 a pound — ouch! Mixes are even worse — in my local supermarket, gluten-free all-purpose flour mix is $4.19 and a gluten-free cake mix is $4.69. There's no way to keep to a budget with those kinds of prices. So what can you do?
It's a lot of work, but I recommend purchasing gluten-free grains in bulk packages (think: 25 pounds of white rice in a giant burlap sack) and making your own gluten-free flour blends. By doing this, you can reduce the price of your gluten-free flour to about $1 a pound — a 75% discount.
You can find large bags of rice at warehouse clubs or at oriental markets for less than 50 cents a pound (sometimes a lot less). Twin Valley Mills sells a 30-pound bucket of whole grain sorghum for $15 plus shipping (with the shipping, it's about $50 to my house). And you can purchase a 25-pound bag of Ancient Harvest quinoa for about $3 a pound, including shipping — far less than the $4.29 my local supermarket charges for a 12-ounce package.
One warning: you want to buy grain in bulk, but never purchase it (or anything else) from the bulk bins at the supermarket or health food store. The bulk bins are a leading source of cross-contamination. People switch the scoops from bin to bin, and the stores don't always clean them thoroughly — you could wind up buying rice from a bin that previously held wheat, which is a really scary thought.
Once you've got your bulk grains, you'll obviously need some way to grind them up. If you're not grinding much grain at a time, you can use a coffee grinder — just be aware that these will burn out after a couple of months (or sometimes less) of regular grain-grinding. You also can use a grain-grinding attachment on a high-end blender or mixer, or a stand-alone grain grinder — if you choose any of those options, your up-front investment will be at least $100 for the grinding attachment, or $300 and up for the appliance itself.
Combine your grains using a gluten-free flour blend recipe. You'll spend some money on the necessary gums for the flour blend (gluten-free guar gum is about $16 a pound), but those ingredients last a long time, and you only need a tiny bit for each pound of gluten-free flour.
Now that you've got all this gluten-free flour, you need to get baking! You can find gluten-free bread recipes online (here's one I like: The Family Chef Gluten-Free Dairy-Free Bread Recipe), or you can invest in a gluten-free cookbook (see this article — Gluten-Free Cookbooks — for reviews of a bunch of different recipe collections).