Try ebay, Amazon or a local camping shop for a camping mat. These usually come rolled up for under a tenner and are closed cell so waterproof plus they are designed to take the weight of a person so have the right density in them.
Closed cell has the plus of being waterproof but negatively doesn't allow any air through for ventilation. If you live in a hot dry area you'll more likely want open cell to allow some ventilation on sweaty parts. Finding the right density open cell will likely be a lot harder and more expensive.