They're expensive because they've been out of print for a few years. I just checked when I saw this thread and I see one on Amazon for $300 that I'm pretty sure I bought for $14 at a Toys 'R Us when it was new. The only one I see that's still at or near $20-40 is the Minimates one.

Best bet is just to wait until it cycles around on a new toy line.

Edit: Proof! Well, proof that I have one of those. Not proof that it was $14 when I got it. I assure you it wasn't any $300 thing, though. Here's the smaller one on the shelf below it, too. Anyone charging $300 for these figures is vastly overcharging for them.