Mechanical filtration:
A couple of cell sizes of sponge, perhaps purchase a larger piece and cut to size. Pond products tend to be coarser, so one like this, then a somewhat finer one.
Quilt batting (pillow stuffing) is very good, polyester floss. It does tend to mat together after a while, but having a lifetime supply (enough to make a quilt!) is cheap.
In between these in density is a blue and white bonded material that is available on line at places like Big Als, or Drs Foster and Smith. You would buy a sheet and cut to fit. It also mats down over time, so would need replacing.
Chemical media:
You need to figure out what you need in this department, but rechargeable media (like Seachem Purigen) seems a better buy than disposable.
If you need to make the water harder you can buy dolomite sand in rock/masonry yards, or oystershell grit in feed stores (sold as grit for chickens)
If you want to add organic acids to the water to make a blackwater habitat, then peat moss, sold in the garden department is good.
Bacteria lodging sites: As noted above, lava is good. I got a 1 cubic foot bag of 3/8" lava from a rock (landscape) yard pretty cheap. It really needs a lot of rinsing, but is not sharp, it was no problem to stir it by hand.
Media bags: I find nylon stockings work well for fine media.
I start with whatever media comes with the filter. Often there are cut-to-fit sponges that fit the trays. Then I add some of the above materials.
