Depending on how loved the pet is there are vets who will come to your house and do it..

If money is the only concern then I would suggest your local vet, or contacting a shelter..

However, if it is a loved family member there are options.

http://www.caringpathways.com/

http://www.besidestillwater.net/

I've never used either, but my X used the besidestillwater lady.. when she had to put down a pet she had for 15yrs or something. It seemed to help her w/ the decision and what not.

I want to say that it wasn't all that expensive, considering.