If you're fortunate enough to have an actual Lego Store near you you can buy them by the pound, but as you say, they are a wee bit pricey. That 1000 pieces works out to $.25 each. Not happenin. Maybe I'll find a bucket of used ones at the swap meet this year.
Construx were the best. Too bad you can't find em anymore.
I built me plenty a GI Joe base with those. My older brother and I also used to build swords out of em and whack each other. They were that tough. And hurt...