Lion Brand is another staple yarn, they are often found in big box stores and large chain craft stores too, but have a wider range of products - I haven't used them much so I can't say much about the quality, but I did make a scarf out of Lion Brand Wool-Ease, and it was very nice for the price - fuzzier than I usually prefer to work with, but workable, and my scarf is nice and warm and machine washable. They have some 100% wool/other natural fiber yarns along with a wide range of synthetics. However, just recently (apparently) they moved their manufacturing overseas and I've been hearing some rumbling about their quality taking a nosedive. :(

On the continuum, I'd say Lion Brand is at the upper end of the budget/economy part of the yarn spectrum, going purely by price.