Tofu is a very good protein and if you live in an area that has a lot of Asian grocery stores you can get it for less then $2 a pound. In my area I can get it for $1 a package.
Seitan or wheat gluten is pretty good if you don't have a gluten intolerance and have time to make it.
http://www.vegkitchen.com/tips/seitan-anyone/
http://www.vegkitchen.com/recipes/homemade-seitan/
http://www.vrg.org/recipes/vjseitan.htm