In most cases, there are none better than AdWords.
Advertisers set the price in most PPC programs. There are 2 sides to the equation, the value per click vs. cost per click. The value per click on AdWords is usually much higher hence the higher cost per click.
There is an invalid notion that we often see among new advertisers, the notion that a click has the same value, regardless of the network, or the keyword. That is simply not true, the values will differ within each segment of each network. If you simply look at the cost of the click, without considering the value per click then you will likely make some bad decisions.
One of the reasons that click cost can be higher is based on Quality Scores. Instead of seeking a different PPC network, you might consider learning how to get better Quality Scores, in the process, you will learn something that can be applied to all your marketing efforts, across all marketing channels.
Having said that, you can sometimes find a keyword that has been overlooked by most competitors in one network, but not in another. So it is good to test all the major networks, like AdWords, Bing, Facebook, Twitter, and Linkedin.
Generally speaking, AdWords isn’t more expensive, it is more profitable. Higher cost per click doesn’t necessarily mean “expensive”, not if the clicks have a much higher value per click. Don’t judge the cost as “expensive” until you have both sides of the equation, cost vs. value.