Walmart.com has some super cute thermal pj's for $7 (I believe). My store didn't have any though.
I also had bought some from Shana (tinkerbellscloset) awhile back - nice warm fleece ones for $10
I know when Mojo got neutered, we used a baby onesie....is there some way to use a long legged baby onesie? I have never tried, but I know we bought he onesie for 50cents at a consignment/baby resale shop.
Good luck! And keep those babies warm!!