It's pretty simple to wire up a 24VAC thermostat to control 120V power. Purchase a transformer [http://www.amazon.com/Honeywell-AT140A1000-40Va-120V-Transfo...] and a 24VAC relay [http://www.amazon.com/dp/B00097BDUA/ref=pe_385040_30332190_T...], get a junction box, and wire it all together.

This doesn't solve your problem of the $250/room cost, but if you'd like to use some other thermostats in your rooms this would work great.

The only complaint I'd have about mine is that the relay is very loud. You might want to search for a quieter one.