I'm looking to build something similar to cannonball alley on American Ninja Warrior as cheap as possible. I'm considering just making them myself but was wondering if there is anywhere to get them cheaper than those sites. I'm not asking for specific advertisements/promotions, but simply all the places to get those types of rock climbing holds.
Rather than give you shopping advice, you can visit DPM's climbing hold review page, where they list and review more hold manufacturers than you probably knew existed. You could start there if you wanted more options, but I've personally shopped around in the past for holds and I can promise you that they are all very comparable.
Since you already know some places though, and have indicated that you would prefer something cheaper, I'll go with the assumption that you might end up jerry rigging something together yourself.
This is likely going to mean some work on your part. The easiest is buying some wooden spheres from a craft store like the ones below, and rigging a big fat eye bolt to them. Etsy is a great place for craft supplies if needed, but there are many other places also.
Most often, climbing holds are made with a grainy textured finish, making them easier to grip for us mortals. If you chose the DIY path, I'd also suggest asking at your local home-depot for a varnish/finish that will achieve a similar result.