For cone thread, I use a pint canning jar with glass marbles in the bottom (just enough to allow the cone to remain stable and flexible) . One woman in our quilt group winds extra bobbins and puts them in the bottom of the jar for stability so she always has a wound bottom when she needs one.
When I first joined my quilting group I had to purchase a machine, fabric, and other notions -- there wasn't money left over to purchase a cone holder (and I had no idea where to find one) so I grabbed what I had -- a canning jar, but it just didn't work, so I added the glass marbles that I used in vases and that worked -- no money spent.