We got ours from JCPenney. They have a nice baby section on their website. My son's was less than 300 bucks and goes from a crib, to a toddler bed, to a full size bed. My soon to be daughters we got there too, it doesn't convert but we spent less than 200 on it. I have been VERY pleased with everything we have ordered from there. They have an instore pick up if you have one close by so you don't have to pay too much in shipping. And we use ebates.com to get a rebate on everything we buy online.
Don't leave out Craig's List and Ebay. With ebay alot of those are for pick-up only so sort by closest distance to you. As for Craig's List, you can search locally or as far away as you want.
side note-mine is a bed that converts into toddler, and then big girl bed. it's on the mid price range. the crib was $400-$450 i believe.
mine is westfield. we ordered it from buy buy baby and love it! it's sturdy, attractive and got great safety ratings. i have a book that rates every product for safety, recalls, etc. i will have to dig it back out for you. there is one brand that is sold many places that got HORRIBLE reviews (and one of my friends actually bought this brand and hates it--wish i had my little book a year ago when she had her son). the brand is simplicity. i think it's pretty popular and well known, but just got poor ratings.
We got our crib from ikea. We got the leksvik it was only $159 and it changes into a toddler bed. Very sturdy and quite roomy =]
I went to target and bought a crib and changing table. I think it was called the Winsor crib. My parents bought it for us and it was between $250-$300. It is so sturdy and durable! I love it! It turns into a day bed/toddler bed with or without the side rails and then into a full size bed. Not sure if the stores carry them anymore...they said they were trying to only make them available online...kinda strange! But definitely look around, you can find some good deals, it just takes time!