How about these from mcmaster.com (search the part numbers)?

90633A009 - Zinc-plated nylon-insert lock nuts - $0.023 each.
90101A009 - Stainless nylon-insert lock nuts - $0.0852 each.

We usually run the much more expensive "expanding" lock nuts...

94830A490 - Cadmium-plated - $0.442 each.
94140A490 - Stainless - $1.276 each (pricey).

In all cases, I've started using loctite pretty regularly, especially on the thin front nuts. Rears can go a few race days between re-application, but fronts have so little to grab on, it's just safer to use more.