Prepackaged dessicant isn't cheap. Here are some MidwayUSA prices: http://www.midwayusa.com/find?userSearchQuery=dessicant" onclick="window.open(this.href);return false; First one on the list is 40 grams (under 2 ounces) for $5.29.
However, you can get an 8 lb bag of Fresh Step Crystals for $13.42 at Walmart and other stores.
Fresh Step Crystals are 100% silica gel, which is, guess what, dessicant. I checked the ingredients to make sure they weren't adding any other chemicals that could be corrosive here.
John Connor's idea was to get a box of 200 tea bags and some packing tape, empty the tea bags, re-fill them with dessicant, and tape them closed. They can still be placed in the oven at about 170 degrees and dried out when they are saturated like the fancy packaged versions.
You can get a hygrometer at a cigar store for about 4 bucks.
Since I starting looking into this, I've also read of people getting a cheap of women's anklet stockings, filling it and tying the top closed for a larger package. Put a couple of them in the gun safe.
Needless to say, it is humid enough in Houston. I think I need a couple of hundred pounds of dessicant! :D
