If you buy C cell batteries at Costco or BJ's they are quite a bit cheaper than many retail sources.
I was looking over the new catalog and all of these sets are $99, and I'd guess you can get them quite a bit cheaper. Pretty good play value even if they only last two Christmas seasons. Even a Polar Express set is that price, which is surprising given the licensing costs. May give one a try soon.
Note added: Just checked Amazon. Most sets rated 4 stars and available for $72-80 or so.