We can consider different parameters for our "colored gels", then we can find some options for them.
If we just want to play with them, we can simply use anything that has some translucency or transparency and color.
My first option is cellophane you can go to a gift store and get a bunch of different colors. This is very saturated, very defined colors, but you can at some extent play with some levels of the color. You can partially cover your flash head and put a diffuser in front (like vegetal paper)
Or add layers of the same or a different color.
But you can use a lot of stuff:
Plastic bags, from different stores, use the logo part.
Vegetal paper tinted with watermarks.
A plastic food container.
An old bath curtain.
You can also try matt colored surfaces, like colored paper.
In some cases you will lose a lot of power, but that is another issue. Put the light closer or increase the power.
But if you want a consistent light color, or very specific tint, like a sunset orange tint, then I would go for a good brand like Rosco or Lee.