As Ed said- the easiest way is to quit!
If you're going to sell at a show, there's a lot more than just the cost of the pens. Through a website- again there's a lot more you need (website, hosting, camera, lighting). Even if you try to sell to a store, you'll have to invest in a display case at least (unless they will let you keep your product in their own case). So just about any way you go, you'll need to account for more than just pens.
Bat as far as pens go, I agree with what many have said already. Buy in bulk. Buy as much as you can when things are on sale- Woodcraft would regularly clear out acrylic blanks for $1-$2 each. I have over a hundred of their blanks, and have all I will ever need form them. It's a cheap way to get a good stock of styles and colors- and once I sell them I can use the profit to buy better quality acrylics and materials (custom poured blanks that individuals and vendors sell, ebonite, celluloid, casin).
I absolutely agree about buying boards. Look at the clearance racks at your local store. You can take one $20 board of bocote or cocobolo and get $50-$60 worth or blanks had you purchased them as blanks. And you can then go to the next level and diagonal or cross cut. You can plan which part of the board has the best figure. If you just slice it up straight into strips, you'll get more volume, but less quality.
For burls, if you have a place where you can buy a block, go for it. Rockler used to have wood from local distributors, but they're dropped most of their burl stock. But before they did I used a 20% off coupon and bought a block of Ambonya burl. Great deal. I was able to get about 20 blanks out of it, and I think it cost me about $30 (I thought that was pricey at the time).
If you do like the specialty stuff like pinecones and labels or snakeskins, start casting! You can do a LOT with that. But again, the upfront costs are high. But once you have the setup, you can do a lot more and you can do it cheaply. A good worhtless wood or burl/ acrylic combo is $20 or so. buy a burl cap on ebay and you can make them for about $7/ blank. That's a lot less, and eventually it will pay for itself.
I think polymer clay is a great way to get unique and original blanks. You can just go simple with swirls and interesting color mixes, or you can emulate a Makume finish, or go detailed with intricate canes. The material is cheap, and you can get a lot of bank for your buck (especially with canes, and wrapping the tubes! Very little waste there). Buy from Micheal's if you want to try it out, using a 40% off coupon for the pasta machine. If you like it, find a cheap online seller. You can make blanks that blow a lot of people away for very little material cost (time is another matter). Just as Toni. :biggrin:
There's more, but that's all I can think of right now.