I like Heilo but I want brighter colors and I admit I wouldn't mind a lower price. I bought enough of the now-discontinued Elann Highland sport weight to make the Dale Whistler sweater but my row gauge was off significantly. Most of the Dale colorwork patterns are in DK weight but previous to the Highland Sport disaster I've had success making lighter weight sweaters using Nature Spun sport weight (which is becoming harder to find).
Here are some old photos of the Bullwinkle sweater (aka Dale #10006) I made years ago in Nature Spun sport weight. It was such a lucky accident because I actually had enough random yarn in my stash to make an entire colorwork sweater. (Also probably a sign my stash was too big!!)
I was just looking at Webs and they are now offering a Cascade 220 sport weight in about 30 lovely colors. The price is $3.75 per 164 yd. skein and the yarn is discountable. I'm going to get a few skeins to sample. Also, they do currently have a sale on their Valley Northampton 100% wool worsted weight for $3.69 for a large 247 yd. skein and they offer over 40 colors. It is on sale so it isn't discountable but I'm buying a few of the heathers to see what I think. I want to knit more thick worsted weight socks for padding around the house so this might just be the ticket.