note: I split your question off the sticky to get it better exposure and to avoid corrupting the sticky.
I think you can get "FINE" filter sponges for the ehiem, but they will never be true micron filters.
you can find the HOT Magnum 250 on ebay for less than $30 or new for around $50.
you can also build a micron filter out of a common household plumbing filter, but it requires a lot of messing around.
Some larger pet stores rent the D.E. filters - check around one of yours might!