Thanks for all the inputs, this board is the best.
Masonite - This suggestion put me onto the correct side of the store. Awesome!
The cheapest flooring available, made of synthetic fibers, in other words the stuff cheap gov. offices have on their floors. Tiles or rolls. Pretty durable and no pain when you trash them after a few years.
Can you send me a link? I'm not sure I'm finding what you mean. I'm imagining Astroturf in my room, which isn't what I want, but awesome anyway.
Ok I went to two big box shops (both orange (because you can't just go to one, the flooring varies store to store)).
The big online mat shop was $$$$.$$
Big Box cheapest sheet vinyl ~$392 (so thin the store didn't even recommend it)
Big Box better sheet vinyl ~$696 (wooden pattern, just install upside down)
Big Box best sheet vinyl ~$992 (almost 3mm thick)
The best I found so far is 5mm 4x8 underlayment. Around $300
It's thin plywood that can be cut up with the tracksaw and painted. Not quite sure how to join the stuff though, might not be neccessary. Any proud spots in the concrete will be a problem (cut a hole, etc). Maybe over a layer of the cheapest packing/flooring foam available; muffle vibration, even things out, "stop" paint spills.