Here is a little bit of a price breakdown for building wooden walls, while it is somewhat expensive up front, you'll use the walls for years and they'll hardly ever wear out. You'll need 28 lineal feet of 2x4 for the frame of a single wall panel, and one sheet of 3/8" CDX plywood. I would stay away from OSB only because it splinters a lot and people are always bouncing into the walls and feeling along them with their fingers.
Qty 3.5 - 2"x4"x8' = $6
Qty 1 - full 4'x8' sheet of 3/8" CDX plywood = $7
Now these are prices you would find at a lumber yard, in pallet quantity, but you could probably get close to this at your local Home Depot/Lowes/Menards.
So, $13 for a single wall panel may sound like a lot, but think of what you can do with just a few wall panels...
Simple Haunt.jpg
This little haunt takes up a lot of space and only uses 84 wall panels. At $13 per wall panel, you're only looking at around $1100. If you're young and can't spend that much money yet, just build a few walls and integrate them into your existing haunt. Within a few years, you'll have the sweetest home haunt around!!! Obviously you'll have to add the price of screws and nails (nail framing together, but screw plywood on), but still those prices are rather negligible.