Phone books are good. A woman who I spoke to at Rebel Sport recommended them if you're only going to be using them at home. You can wrap them in a towel to keep them stable, or use packing tape to make it more permanent.
Keep an eye out for online shops that have aerobics steps on special. I managed to get mine for $30. Adjustable ones are pretty good. DealsDirect are going to get some in for $39.95
(Shipping $9.95) which is about half the price you'd pay in a shop.