If there's one thing that's cheap, filling and exceptionally healthy it's beans. They come in all different shapes and sizes, and they truly shine in a spicy dish like chili.
Just grab a few cans of red kidney beans, black beans and garbanzo beans (chickpeas) and you're off to a good start. (Dried beans will cost even less and have far less sodium, but they do require soaking -- overnight is best, but a few hours will do, also -- and take longer to cook.) You can swap out any of the beans if you prefer a different variety -- navy beans or pinto beans are always a good choice.
Add in whatever peppers you like -- bell peppers for a mild flavor, jalapenos for a little kick -- and some corn, onions, tomatoes and carrots. You can use vegetable or chicken broth as the base, but a giant jar of salsa also makes a flavorful, thick base and eliminates the need for diced tomatoes. Season with cumin, chili powder and any other spices you like. Let it simmer in a slow cooker all day or cook it up to a half an hour before mealtime and you've got a hearty, filling meal that doesn't break the bank.
Can't go a day without eating meat? It's easy to "de-vegetarianize" this meal by adding ground beef or ground turkey -- both of which are inexpensive.