I'd agree with Cranmere - you get what you pay for. The old adage with hiking stuff is 'you can have it light, you can have it cheap, and you can have in durable - pick any two'.
There are no cheap highly compact but really warm sleeping mats, any more than there are small, light, warm and cheap sleeping bags - its not how it works. Your trading off one thing against the other, and if you want to go lighter/smaller, then its either less warmth or more cash.
If you want cheap/warm but heavy see what Aldi has coming up in their camping special buys (comes up about 3-4 times a year). Pretty heavy, but for £15, its fine. Brands like Multimat and Vango tend to be a bit lighter, but not that pricey. You'll have to look up their 'R' value (how efficient they are), but the more you pay, the lighter/better the R value. Mountain Equipment has some reasonably low priced ones (about £40). Alpkit has just started doing theirs again (the Airo 180 has always got very good reviews), and has a nice little guide
https://www.alpkit.com/spotlight/choosing-a-sleeping-mat . Thermarest isn't cheap, but they are the original ones. Mines a Classic from 12 years ago which I bought in the States. Its pretty heavy, but comfortable. I got a new Multimat 25 for £3.99 from a local charity shop a couple of months back, which is smaller and thinner, but a fair bit smaller. You can pay well over a hundred for a mat, but this will be very light and small, yet very efficient, with perhaps down as an insulator.
There is one thing about closed cell mats - they are pretty uncomfortable compared with inflatables, and I'd never go back. Even the thick ones are not that comfortable, compared with the alternative. Endi's has the 15mm Dutch ones, at about £22 for Grade 1 plus. However, they weigh 760g and pack down to about 18in long and 8in wide. I dont know how warm they offically are, but you can get a ME Helium 3.8 for £45 which weighs the same, and packs down to about 10in x 6in. And I bet that the ME Helium is more comfortable. Its more than twice as thick as the closed cell when inflated.
Have a look at Outdoor Magic for recommendations, 'cos this question always come up, and there are people who combine a self inflator and a classic closed cell to get the most out of both (you can use something like radiator foil underneath the mat as well), but I'd look in Cotswold, Go Outdoors etc for something - you might do OK for about £40-50 quid.