Hi, Natalia. I don't think that the variety of wood is the issue. Oak is more expensive that pine and poplar but there are many woods that are more expensive. Rather, the glue-up of your columns and turning them is the expensive part. There are few shops that could even attempt to make them because of the specialized equipment required.
However, there is something for you to research. I work with wood quite a bit but remember going into a place that had really nice wood doors. Only the doors were not wood, they were metal with a very nicely done, professional, faux finish. You might want to find metal or fiberglass columns and a good faux finish painter in your area. I would imagine that fiberglass columns and a good painter would be less than wood columns, and don't forget that you have to finish the wood, too. Just don't try to make the faux painting a do-it-yourself project and plan on paying the artist/painter what he is worth if you expect a really good job.