Lowes has the regular peony supports for ~$4 each. I have 10 of these, the problem is that they on have 3 verticle wires, so it is not as good as supports with 4. Also note that you usually have to order these supports online for in store pickup, they do not normally stock them.
for this reason, I buy Lowes 54" tomato cages (~$5) and cut them in half. I use the top half for peonies and the lower half for other smaller perennials. As noted, you will need bolt cutters for this operation...
The top ring is about 2" smaller in diameter than the standard peony cage, but it is a heavier gage wire.
Oh yes, if you buy 10 of the 54" cages at Lowes, you get the contractors discount:)