When I first started I used some small toys I had laying around as proxies (some Robotech stuff from the 90's for Mechs, Micromachine Star Wars Stormtroopers for infantry). I know some people use Lego minifigs.

Generally the official minis are that expensive, doubly so if you find the plastic lance packs discounted online. About $12 for four plastic Mechs isn't bad. Example: https://www.amazon.com/Battletech-Alpha-Strike-Command-Lance/dp/B012BKVZPU/ref=sr_1_2?ie=UTF8&qid=1485971134&sr=8-2&keywords=battletech+lance+pack