Magnus, Zwickey are the heads I use most, and I use the same heads for small game as for big game. They run less than $25 per 1/2 dozen for glue-on heads. Screw-in adaptors run another 4 bucks a dozen for when I'm not shooting wood arrows.
Ribtek and Tusker heads run around $15 per half dozen. Never used Ribteks but I hear they are excellent. Never heard of Tusker before, but they're in the price range.
Del-Mar also makes cheap heads and they shoot well. I've simply never been too wild about the metal they use. I'm not even sure it's steel. [&:]