Zigbee is best, its very low power. I will suggest you to use CC2530F32 microcontroller, it contains Zigbee on chip so it is SOC(System on Chip) and having great features.
zigbee and bluetooth are good
but cheapest is to use 315Mhz or 433Mhz modules which are easily availble ...
but there data rates speed are low..how much speed you want..
price for BTM222 is 10 euro ~ 15 $. module for 315Mhz (tx and rx module) is ~ 5 $. for one microcontroller you two module : one rx and one tx module! price ~ 10$ or all in one ~9$ !
my solution for you is BTM222 because is more faster.