Pre rolled joints might be better than whatever home roll you’ve had, and can be quite cheap (just bought a couple for $2 each yesterday, each a gram). You could also buy some flower and a bowl, probably the cheapest option if you want to smoke loose flower.
Edibles are also a decent option, they should be good and cheap. Bought a 200 mg pack of 5mg gummies for like $5 yesterday. Just keep an eye out of sales
I am in MI though so ymmv
You might be sucking too hard, or inhaling too deeply? Maybe try taking smaller hits, just little sips until your throat and lungs are more accustomed to it