I've bought some clear glass holders for my wedding in Target, I think they were originally about $7 for a pack of 6 but I got them while they were on sale. I can't find them in the online catalogue but you should be able to get them in store.
If you can't get these, perhaps you could try a local charity shop - my Mum works in one and they always seem to have some small glasses on the shelf that could be used as votive holders and they only cost 50 cents each. Some of them were quite pretty and I only went with the Target holders as I wanted them all to be the same.
Hope this helps!