The one in the link that I've included before is at 12 euros that is mostly the lowest that you can found, the price are related to the contact rate. The contactors are relays, is a just a different name used to indicate devices that has 230V coil rather relays are typically at lower voltages.
If you have a lot of lamps to control and don't want to spend too much money, you can always connect the wall switch to the arduino directly and let it control the lamp, and maybe use the scheme that I've proposed only for some main lights.
A middle way is changing your wall switch with double poles one, they are cheaper a smaller than a contactor and has two poles. These are think for breaking both phase and neutral to a device and are not common for light, rather are used for high power devices.
In that case, you have the switch and two poles, so you can use the same scheme without the contactor in between.
Regards,
Dario.