Get it without the bootloader, and use your Arduino to simulate an ICSP programmer (ArduinoISP sketch in examples) and flash the bootloader on. I usually shop at Digikey, and of course, quantity pricing will make it much cheaper. Mouser is also an option - basically big electronics suppliers are more reliable, even if their websites are somewhat painful. Since you already have an Arduino, its ability to replace an external AVR in-circuit programmer can be used to drop prices for yourself =).
The PCB is a universal cost - I don't think you can really avoid it. It's also not going to get any cheaper - a PICAXE is actually slightly more expensive than an Arduino for the same capabilities, due to markup premiums and suchlike.
Regarding the compiler: If you use PICAXE, you'll need to live with BASIC, otherwise you don't get to use the bootloader (thereby defeating the whole point of the PICAXE). For C/C++, you'll need to buy an external hardware programmer, and there are a number of limited free C/C++ compilers for PIC (they're all crippled in some way or another, but you can often live without half the memory or no libraries or etc).
You can also look into the ATTiny series, which the Arduino libraries have been ported to (I forget which ones). You'll need to use the Arduino board you have as an external ISP for these, as they don't have bootloaders (as far as I know), but they're cheaper than the ATMega series.