I have the Sidewinder and love it. I bought it at Hancock's for $14.95 on one of their big weekend sales.
Addicted to Crafts has everything on their site at 25% off until Sept 23.
Their price with discount is $23.00.
http://www.addictedtocrafts.com/
I save my leftover thread for the hand finishing also. I just leave it on the bobbin until I need it.
I have also bought lots of bobbins on ebay for $9.99 for 50. I like that price and haven't been able yet to beat it because the shipping was free.