With orders of $25 or more, Amazon offers its Prime members the Franklin Sports MLS 9" Flexi Cone 4-Pack for $3.99 with free shipping. (Target charges the same in stores; non-members can spend $35 or more to qualify for free shipping.) That's $3 under what you'd pay in local stores. They're made in the USA and collapse to prevent injury.

Note that this item is part of Amazon's "Add-on program"; it can only be purchased with an order of $25 or more.