Image taken from freeimages.com
There are many different places, both in store and online, where you can get trees. And prices range WILDLY. Some of this has to do with specific cultivars that have been developed by a group. Other times, there doesn't seem to be any rhyme or reason for the great difference in prices.
After much searching, I have found an exceptionally cheap place to get tree seedlings for planting on your land or homestead. That place is your state's department that deals with trees. Here in Missouri, that is the Department of Conservation. In Arkansas, it is the Agriculture Department.
If you are in Missouri, you can find seedlings on their website. Here is a link to the website. While many trees are sold out for the season, there are still some available for planting this year. And if the tree you need is already gone, just wait till next year.
You really can't beat these prices:
$0.80 / seedling (for 10-24 seedlings)
$0.40 / seedling (for 25-99 seedlings)
$0.32 / seedling (for >100 seedlings)
Arkansas Agriculture Department (link)
Colorado State Forest Service (link)
Florida Department of Agriculture (link)
Georgia Forestry Commission (link)
Hawaii Division of Forestry and Wildlife (link)
Illinois Department of Natural Resources (link)
Indiana Department of Natural Resources (link)
Iowa Department of Natural Resources (link)
Kansas Forest Service (link)
Kentucky Department of Natural Resources (link)
Maryland Department of Natural Resources (link)
Michigan Conservation District (link)
Minnesota Department of Natural Resources (link)
Montana Department of Natural Resources and Conservation (link)
Nevada Division of Forestry (link)
New Hampshire Department of Natural and Cultural Resources (link)
New Jersey Department of Environmental Protection (link)
New Mexico State Forestry (link)
New York State Tree Nursery (link)
North Carolina Forest Service (link)
Oklahoma Conservation Commission (link)
Oregon Department of Forestry (link)
Pennsylvania Game Commission (link)
South Carolina Forestry Commission (link)
Tennessee Department of Agriculture (link)
Virginia Department of Forestry (link)
Washington Department of Natural Resources (link)
West Virginia State Nursery (link)
Wisconsin Department of Natural Resources (link)
Ontario (link) Thanks, @nxtblg!
Please note that each state has different prices and different limits on numbers.
And if you find any other resources, be sure to let me know in the comments below!