How fancy do you want?
Steel frames are cheapest. Aluminum framers are next higher, and carbon fiber frames are outrageous.
Does it shock you that shocks are pricey? You can have no shocks for cheapest, hardtails where shocks are up front with ho shocks in the rear, and shocks front and back.
Technology is pretty good now and you can get a decent hardtail with Shimano mid grade gears and either Gripshift brand shifters or thumb shifters for abotu $300-400. Try shopping around for the major brands like Trek or Specialized Hardrock. The big brands normally have their stuff made in China and mass produced so the prices are lower.
The smaller and real tiny brands are normally hand made and much priceier as it caters to the hardcore folks. Voodoo, Ellsworth, Klein, Marin, etc.
Even with the bigger mass produced names, buy from a bike shop where the sales folks are more incliuned to know what they are talking about and can fit you to that bike.