Clippard has a good selection of solenoid valves. Their line of inexpensive valves is called mouse valves. They cost on the order of $25. I've been using them for years.
Clippard makes other types of pneumatic hardware too: cylinders, regulators, gauges, manifolds, fittings, etc.
Here are a few more manufacturers that may be instrumental for building pneumatics: Beswick Engineering, Norgren.