Do you have a stained glass window supply in your town? I visited one and bought a pen laser so I could try the glass out before I bought it. The ones from the scrap bin were only a couple dollars each. I spent under $20 for 5 different types of glass that way. My lumia project is coming along slowly- getting closer though.
edit- dang, I just checked out mophead's link to that sample box! pretty tempting- 50 types?!?!
-Mike