I would say it depends on your application really.
Acrylic would be fine in a low stress environment. Once you start cycling it, you will probably experience cracking. This would be good for cases and storage.
Delrin/acetal is a good material to work with, has high strength and low wear, but as you said its expensive. This is really good for parts that see high stress, such as gears, but can also easily be used for supports as well.
Plywood and hard woods are great. They have really good strength/weight ratios, and are usually cheaper than the above options. Woods are really good when weight is a big concern, but are also great for other structures because they can handle quite a bit of stress.
What application are you looking at, or is this more of a general question?