What do I look for in a cheap mattress?

The problem with phone-order or internet cheap mattress or discount mattress dealers is that you can't try before you buy. Never buy a cheap mattress bed untried. You are going to be spending about one third of your time using it, and if it isn't comfortable the rest of your waking time will suffer. Shop around, talk to friends, research consumer publications, but there's no substitute for actually trying out mattress models that interest you before you buy them.