Cheapest and easiest for me is just syringes, I always have one or two spare in what ever hand bag or backpack I have in the car as well, they cost like £2.50 for a pack of 20, the vials of humalog we have for filling our cartridges cost about £10 for 10ml the pen cartridges or pens cost £50 for 3ml. My pump has broken several times each time I've had my replacement within 24hrs so can easily deal with just the short acting a few units of bolus every 2 hrs usually keeps me in enough control. I don't have lantus as I don't see the point it only goes out of date and I've never used it since 2006 when I got my pump. Also if you're ever without a syringe you can get them from anywhere whereas pens etc may not be in stock, people can be funny about giving out emergency perscriptions, whereas syringes everyone has in stock, and you can just buy them outright if pharmascits don't like doing the emergency perscription bit, £2.50 is as cheap as chips. Also if you knew you were going to be without your pump for longer than 24hrs it's still easy enough to get some lantus, in what ever form vial or cartridge from your GP or if at the weekend your pharmacist or just one that has some in stock.
Also it's easy enough to do a correction dose with a syringe, when needed.