Can you recommend a substitue for saffron?

Hispanic settlers to the southwest/New Mexico used safflower as a substitute for saffron; it is sometimes called azafran here in the southwest and found in Hispanic groceries under that name though it is actually safflower and less expensive. If you have a Hispanic grocery store near you, I would look there for a substitute

I agree. Yes, it's expensive (which is why there are a lot of fakes and adulterated products on the market) but fortunately just a tiny bit goes a long way.

There really isn't one. If all you care about is color, you can use tumeric, but its flavor is a bit bitter. Nothing tastes like saffron but saffron.