Cheapest source - if you have a place that does farm supply nearby, look for a 4x6 or larger "stall mat" or "cow mat" which will be a big sheet of 3/4" thick rubber matting that absorbs shock like crazy and makes for great gym matting. They're made for cow/horse stalls to be anti-fatigue vs. animals standing on bare concrete, and they're what most people who are doing budget home gyms will go for, MUCH cheaper than buying those interlocking things you can find elsewhere where they'll charge you a something like $10 for a 1.5' square mat (of which, you'll need many to cover a workout area), a stall mat should run only about $35-45 for a big one, and usually 2 or 3 will cover enough area for a power rack, bench, etc. if you have a bedroom setup.
Here's a link so you can see what they're like: http://www.farmandfleet.com/products/297882-rubber_cow_mat_6_x_4_x_3_4.html
It's what we have in our facility, had to buy about 30 of them to cover one side, but it was about 1/5 the price of commercial gym mat flooring, a much better deal!