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Wellness canned grain-free varieties are great, and really not that expensive (under $2 for a 5.5oz can - it's even more economical if you buy the big 12oz cans). Nature's Variety also makes a grain-free canned, but it's more expensive at about $2.30 a can where I shop. Some other good quality brands, although not necessarily grain-free, are Precise, Eagle Pack, Newman's Own, Felidae, and Merrick.
As for making your own food, I'd really do some research first before diving into it. If you wanted to try some raw here and there you can buy pre-packaged raw from some quality pet food stores.