I did it! I have my own C&C now! How did I manage to do it? Well:
Cubes: search eBay for "wire storage cubes". You'll find lots of them, but only a few will ship to Europe. The shipping and handling costs are huge though: $25 for the product, $48 for S&H

. For this price I got a nice number of 30 black grids with 30 connectors. With this I can make 2 2x4 cages if I want, and I will still have some grids left. Nice enough, I would say.
Cons: You have to have an eBay account, or know someone who had one. Plus you have to have Paypal. Fortunately, getting either account cost you no money.
Coroplast: Vikuprop is the name of the product that resembles Coroplast the most, but it is only sold to companies. So I had to find a company that buys from the manufactorer. I searched my ass out, hardware stores didn't heard of it, google didn't get me anything, I was desperate. Until I checked the list of this site again where to find it. It said sign stores... So I searched the yellow pages for "naamborden", and called the first store which happened to be a 5 minutes drive away from my place. I described the product, she didn't recognized the name, but reacted when I said the magic word Polypropylene. They had it!!! YES!!! They had some 100x140cm sheets (black) left from an earlies order, which they had spare. I could buy them for 7,50 euro (retail price for the company was 6, so I absolutely didn't feel ripped). It really was that easy.
Cons: They can't order whatever colour and numer you want for you, unless you are going to buy 25 sheets at once. So you have to be lucky if they got some spare. You have to take whatever colour they have. If they don't have any at that moment, just ask them to call you if they have. They get new orders frequently, so it wouldn't take too long.
All in all, I paid 63+15=78 euro for a 2x4 cage, with lots of options. I could make a 2nd level without paying extra, I could use the spare grids for fencing off the playground of the guys, I even could make a second 2x4 cage, if I buy some more sheets of Vikuprop.
I had a big pet store cage on my eye (140x75cm), but it costed 120 euro. Now I got a bigger cage for far less money, and it can be transported more easily, because I can break it apart and rebuild it at another place. Nice if you are going on a holiday and your mom has to take care of the cavies

The C&C cage is nice too, because you can split up in two if the cavies fight and really can't get along. Try splitting a pet store cage in two. That will be a LOT more difficult.
Conclusion: it can be done, you just have to know where so search.