You can get a lot of work done with a cast iron anvil. If you keep your iron hot, orange or brighter, and you don't miss with your hammer the working surface might even stay in okay shape for a while. Maybe.
There are a lot of different qualities of cast iron. Between that and the casting practices of a particular foundry you might get a pretty durable anvil or you may get one brittle enough that it blasts off little bits of cast iron from the edges even under aimed blows on hot steel. Besides brittle metal there have been people who reported getting a cast iron anvil that was painted all over and when they removed the paint from the working surface they found casting voids that had been filled with bondo before the paint to hide the flaws.
What quality are Grizzly's anvils? I doubt anyone, including Grizzly, could tell you. If they are like the cast anvils Harbor Freight sold (or maybe still sells) they would change the foundries each time they reordered looking for the lowest priced supplier. So foundries from those corners of the world where labor, and life, are cheap all compete. I am not saying people from these countries CAN'T do good work but if they are getting paid piecework, and their name isn't going on it, what chances are there that they do a lot of QA/QC on their product and remelt the ones that aren't up to standard?
It comes down to what risk you are willing to accept on your purchase. Personally I probably would give them a $1 a pound for the collection of "ifs" represented in one of their anvils.
Darryl's suggestion of using Craig's list to look for an anvil is a good one. You can also let everyone you know you are looking for one. It is amazing how many stories I have heard of someone getting an anvil through some weird Six Degrees of Kevin Bacon like string of contacts. In fact I was put on the trail of my first anvil by talking to a hirsute woman named "Bunny" in an antique store. Another place I look for anvils is auctions. eBay has ruined the prices at a lot of these but you can still occasionally find decent buys. To look for likely auctions I normally use Midwest Auctions (http://midwestauctions.com/
), click on the "Search" tab on the left, type "Anvil" in the search field that pops up and hit search. It should bring up all the auction bills in their collective that have the word anvil in it. I would suggest any auctions you choose to attend during your hunt should also have other things you may be looking for as the anvil might go higher than you want to pay or end up being just a chunk of rail road track cut into an anvil shape.
Being able to assess the anvil and tell good from bad is another skill that comes with time. I think I have an email I wrote to someone on the basics. I'll see if I can find and post it.
Then there is Darryl's other suggestion of making an anvil. In addition to the type Brian Brazeal was shown using there are the stump anvils a lot of knife makers go with. Commonly this is a 4"x4"x12" or so piece stood up on end. The striking surface is only 16 square inches but it really only needs to be just bigger than your hammer face. In the last poor man's anvil class we took our lumps of steel and also welded on make shift horns and thick walled square tube as hardy holes depending on what the person wanted to do with it. I have been collecting steel for next poor man's anvil class so have a bit on hand. If you want to go the make-your-own route and don't want to wait until next year let me know and we could probably figure something out.