The Too Fat Lardies site has a tutorial on making stands for trees and other foliage from old cds.
The DC 2150 Blog has an entry on making wire trees.
Armored Ink Blog has an article about making cheap trees from nails.
Be careful. A wargaming pal of mine did this and at one point, lost his balance, tried to catch himself and put his hand right down on one of his trees. Drove the nail right through his palm.
Ouch.
The Charge! blog has an article on making cheap trees for your gaming table out of roofing nails and old sponges or foam.
A guy in our gaming group did this many years ago. Tragically, at one point, he leaned over the table, lost his balance and put his hand down to catch himself. His hand landed on one of his own trees, and drove the nail through his palm.
That avenue for cheap trees was a dead end, as far as the rest of us were concerned.