I was looking into extenders(Teleconverter) for Canon lenses, and they are quite expensive at around $450 for the 1.4x III or 2x III. I know that extension tubes are a different story, and since they contain no optics the brand really doesn't matter. But what about for extenders? Do third party options exist and are they worth looking into?
Third party options do exist and are worth looking into. Sigma does make teleconverters, although I am not certain whether they will only fit certain Sigma lenses or also Canon ones. The teleconverters from Kenko/Tamron/Soligor (pretty much the same thing) are of interest because they lack the protrusion that Canon and Sigma ones have which have to slot into a similar opening in the lens; this means that the Kenko/Tamron/Soligor converters can be used on any lens you choose to mount it to and not only the longer tele lenses that are explicitly designed for use with converters. I have used an 1.4x Kenko converter with a Canon 100mm macro and an old 80-200/2.8L, neither of which are compatible with Canon teleconverters.
Yes there is, try the following search and it will filter the teleconverters to be compatible with Canon mount type.
Go here and choose either Canon EOS or Canon FD (based on what you have) from the menu Camera Mount Type on the left side.
Unfortunately I can't add the link with the filters here cause it won't work.