Tijuana. Only sort of kidding if you are in SoCal and feel like an adventurous day trip. I got a great hammock chair from a street vendor there for practically nothing. Of course my dog used it as a chew toy about a week after I got back from vacation...
I bought one at Menards, it is a hammock stand with a hammock. The stand is great for the price, but the hammock was one of those cheap rope ones. I found a nicer hammock at Target during the end of season clearance. The stand from Menards was still worth it, though.
I saw some at Lowe's last summer that seemed pretty reasonable. I also want to look into one for the yard this summer. I think stores like Lowe's or Menard's would be cheaper than Great Escape or other outdoor furniture places.