You could ask your vet to prescribe Iverhart instead of the Heartgard. Same ingredient, just less expensive. Not a whole lot less -- but everything helps! I was paying $40 and change for the Heartgard, and the Iverhart is $34 for a 6-month supply. (Switching was my vet's idea, BTW.)
My dog has had no problems with the Iverhart. The only difference for is is that it's not the big meaty chewable that Heartgard is. It's still chewable, but more pill-like and harder. I just have to wrap it up in cheese and she wolfs it down no problem.