I eat local grass fed butter like a fiend. It's not cheap really, but for primal ketosis it's absolutely amazing and I'll put the ecological consequences of it up against palm all day, every day.
Aside from that, the easiest/cheapest (sometimes free) method to get a lot of fat is to find local butchers and taxidermists who dress bear. Most bear hunters just want the hides, which is grotesque and downright horrid, but it means there is a literal ton of bear fat that will waste and it is historically and widely one of the greatest fat/oil sources used. Some butchers will just fill a bucket or two for you, some might ask for $10, others might not care at all. They're not using it.
The other cheap option is local grass-fed beef/lamb and pastured pork farms. Those farmers are trying to get the most per animal possible and the lion's share of them haven't tapped into the emerging lard and stock economy. Buying straight back fat or suet for $1/lb is fairly easy, but where I'm at I can buy quarts of rendered suet for $3.50 and lard for $5.
If anyone needs help tracking or sourcing that stuff I have a pathetically large amount of experience with it and can easily help out, just ask.
You can get fat from any animal though. I've had soap made from deer fat and groundhogs are mostly fat. Those are or can be free as well.