The Almost Free Path
Begin with a weed barrier of cardboard or 10 layers of newspaper. Sprinkle the cardboard or newspaper with water and walk on it to flatten your base. Cover it with wood chips and make "steppingstones" from scrap wood by working the wood pieces into the chips one at a time.This weed barrier will eventually decompose, so it's not a forever path. It will last a long time, though, and is easy to refurbish.
Cost: If you've got a chipper and some tree trimmings, this option is free and is a great way to use your waste. If not, maybe you and your neighbor can go together to rent a chipper to save on cost. Or, check around for an arborist who will give you chips for free. The most expensive option is to buy chips, especially if you have them blown in.
The Inexpensive Moss Path
Steps: Fabric barrier, cardboard or 10 layers of newspaper watered down. Shovel on the hazelnut shells or gravel and alternate concrete blocks in your own design. To start moss, take whatever you might be able to find around your yard and remove as much dirt as possible. Put the moss in a blender, add ½ teaspoon sugar and a can of buttermilk or cheap beer, blend until the moss breaks down, then spread the soupy mixture with a clean paintbrush over the patio blocks.
The Modern Path
Lay down a weed barrier like the two options above and cover with gravel. Decorate with scrap metal to use as steppingstones or just decoration. Work the metal pieces into place. Be creative and design with what you have. Chunks of broken concrete make good stepping stones, or check the Craigslist for people looking to clear out building material.