You can find some very inexpensive CDs in the cheap section of any music store (or music section of a super-store). Check the classical section and you'll find medieval lute music, classical stuff from Wagner and others, and madrigals if you don't mind pushing toward the renaissance a bit. Take a peek for some Gregorian chants while you're at it.
CDs from http://www.classicalexpress.com/listing.htm aren't ones for serious collectors, as they aren't generally by the "big names" but are fairly reasonably priced. Don't mind the prices you see on the site, your local stores will likely have them for less.
I've said it before, and I'll reiterate it here. You cannot go wrong with music from Midnight Syndicate if you are looking for a darker, more foreboding feel. Their stuff is great.
Another good one is Passion, the soundtrack to The Last Temptation of Christ. A Middle East flair, but not so much you couldn't use it in a more European setting.