Depending on where you are and what data you need, you could get a Reuters Datalink subscription, see:
http://www.equis.com/products/endofday/reutersdatalink/?overviewPersonally, I use Premium Data from Norgate for Australian, Singaporean and US exchanges, including indices, and FX; see
http://www.premiumdata.net/. Richard Dale is associated with Norgate and is a valued contributor to this forum. They have an extensive array of data products and excellent support. They are well worth considering.
Remember, "inexpensive" is another word for "cheap"; you do not want want to be relying on cheap data to make real life trading decisions.
Hope this hepls.
wabbit
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