The cost $1.50 to $3.00 a pop because they are used as treats for lizards. I get them cheap from a pet store near me and I like them because they climb (fantastic when dealing with arboreal species) They are juicy! And my tarantula seems to like them.
Just so you know the "horn" is fake. The worm has a horn that looks like a stinger but it cant hurt your tarantula. In nature horn worms are toxic due to their diet but in captivity the food they are fed makes them safe for your pets to eat.