for an exam, you could always go to costco if you don't have vision insurance. or lenscrafters. the costco around here costs $69 for a contact lens exam. they'll give you a trial pair, then you come back to make sure they're fitting.
i buy my lenses from 1800-contacts
but vision direct
is also a cheap alternative. you must have a prescription from a doctor to buy from 1800contacts.com but vision direct doesn't seem to ask for it... but they do say that they do not provide prescriptions but just refills on your current prescription.
i have biweeklys (throw them out every two weeks). i personally like them better. i only need to buy the one bottle of solution - no protein cleaner necessary - because of the short amount of time i actually wear them. you can do this up to lenses that last a month. the lenses i have, biomedics, costs about 18 bucks for a box, or about six lenses.
as for color contacts, i don't have them, but i heard some bad ones can discolor your eyes.