Can you get any logs? If you got some about 6" thick they wouldn't roll about and you could chop them into lengths to prop poles up on? You could be really clever and chop a groove in them to stop the poles from rolling if your horse taps them...
Can you pick up some wood and make some? I keep meaning to make cavaletti, the old-fashioned way with Xs at either end of a pole...need a clear afternoon...
we use 25L old creosote drums filled with water (upright or on side depending on height required, if thats still to high you can stand on them and squash them in the middle
tyres, every garage/tyre place will have stacks of old tyres they will be happy to let you have.
Please don't use milk crates, they can cause really horrible injuries if a horse steps on one - the plastic breaks into sharp shards and can severe blood vessels etc in the leg.
I am going to try Polepods as there is nowhere at my yard to store anything larger. If they are too light, I will fill them with water, sand, or concrete. Still f'ing expensive for a piece of plastic though!