Straw bale is highly effective, even without the container.
Where we used to live there were a number of bale buildings that were over a hundred years old and still standing fine.
Stacked and braced correctly, its not only highly insulative but still fairly inexpensive.
The last outbuilding I helped build cost just a few thousand, and that was mostly the steel framework and roof sheets.
Putting a thicker layer of concrete and mesh on the outside would provide a greater ballistic protection, yet cost less than the container.
Much depends on what trouble you are expecting or are prepping for.
Depending on where you are, adobe and rammed earth may also offer a fairly inexpensive construction style.
A friend built his house with cinderblocks, two layers with rammed sand between them. The house was heated with the appliances most of the time, it was that efficient. The porch was also a heat sink for the winter months and would keep the temp jnside high enough that you could wear shorts in January. In Colorado.
Again, much depends on what you aee planning for.