So I was trying to figure out what M3 fasteners to order at Mr Metric, and fell into the standard state of confusion when offered too many choices I didn't understand. So, here's the relative price breakdown of a standard piece (or close; I didn't bother to confirm that the M8 piece I randomly selected was available in all the materials). Sorted by price, with the different sizes marked with ***. All the items reference standard DIN439B.
Note that Mr Metric has a huge price break at 101 pieces, so be sure and pick that number and not 100.
class size type price
----- ---- ---- -----
STEEL CLASS 4 ZINC M8X1.25 Jam Nut Steel 4 Zinc .04
STEEL CLASS 8 ZINC M10X1.25 Jam Nut Steel 8 Zinc .05 ***
STEEL CLASS 8 M7X1.0 Jam Nut Steel 8 .05 ***
BRASS M10X1.5 Jam Nut Brass .15 ***
STAINLESS STEEL A2 M8X1.25 Jam Nut Stainless Steel A2 .15
STAINLESS STEEL A4 M8X1.25 Jam Nut Stainless Steel A4 .21