I second eggs for cheap protein.
Baked eggs are lovely - take a ramekin for each person, oil it lightly, and put in a slice of tomato, a bit of basil, a little cheese (or whatever else strikes your fancy), crack two or three eggs over top, season with salt and pepper and bake until just set.
Or poached eggs. I did a nice one recently with cooked soba (aka buckwheat) grains mixed with chopped cilantro, chopped tomato and lime juice, topped with two poached eggs, and drizzled with home-made hot sauce.
Whole grains can be very filling and nutritious - I find they fill me up more for the same volume than refined grains. For dried grains and beans you can stock up when you visit a good grocery store (or a Chinese grocery) and they'll last for a while.
Check out Indian cookbooks for filling, tasty vegetarian dishes. Paneer (fresh Indian cheese) can be easily made at home if you can get reasonably priced milk - I can give a recipe if you want. Chickpea curries are satisfying, or potato and cauliflower, and dhal (lentils) are very tasty as well.
A good trick for dried beans is to cook them ahead of time. I do big batches of chickpeas or beans, package them into one meal portions, and freeze for later use. Save the cooking liquid for use in soups - either as a broth by itself, or to add richness to other dishes.
I find stews are a good way to stretch meat. You don't need much for flavour, and you can use the cheapest cuts of meat. Chicken with tomato, celery, onion, corn, peppers, beef with potatoes, carrots, celery, mushrooms, onions, beans.
Can you get tofu? I'm not a huge fan of the pressed tofu, but I like soft tofu. It's good by itself, with some grated fresh ginger and a drizzle of soy sauce. There's also a type of tofu that's frozen and thawed, making it spongy. That goes very well in soups and stews, with a good texture.