I've been working on a setup that uses a custom board with an ATTiny, RFM12B Transceiver and a relay (Similar to the JeeNode, but with a smaller uC). A nano with another transceiver was connected serially to the web server that bridges serial and RF (eventually I''ll make this standalone so it can communicate with a cloud server). The custom boards cost about $10-15 per including all the components and worked very well. I'm also testing this circuit to detect if a light is on/off (So that a normal light switch can still be used with it). It does dissipate a watt of power while the light is on, but the components are small, cheap and reliable. I'd recommend looking into the HopeRF or Nordic transceivers if you're concerned about cost.