You can get a lot of cheap, used SFP+ stuff on eBay and the likes. For short range (up to ~3m) you can go with DACs, which are 5-10€ a piece; for longer ranges, you can go to fiber, where you'll pay 20-30€ per cable. Ethernet cables are a bit cheaper, but you need high quality ones (cat6 shielded and up) and the receivers are a lot more expensive, plus they get hotter and use more power. Unless you get a really great deal on ethernet hardware or need backwards compatibility to 2.5/1 gbit, SFP+ will be a lot cheaper.