I believe Shars has an import thread mic with interchangeable anvils. Not as expensive as a Mitutoyo or a set of Staretts, but not cheap, especially if you need both 0-50mm and 50-100mm.
I have most of a set of Starretts, assembled over time by watching eBay. Note that the older model may not be accurate on all unified threads: the unified standard calls for a slightly larger minor diameter than the old American standard, and the ranges for the newer ones cover fewer threads in each size than the old ones. IIRC I spent around $35–$75 on each mic, maybe $200–$250 total.
You can tell the difference by looking at the end of the frame with the fixed anvil. The new ones have a notch to allow using the mic in close quarters. The old frame has the same width all the way around the "U".
FWIW, thread mics are a bit difficult to use. I trust the numbers from thread wires a bit more than the mics. The wires are also more accurate if you use them with a vernier mic—the thread mics only have 0.001" resolution and no vernier.
As stated, the most economical option is a Chinese thread mic. Shars and others sell them for a price that is a fraction of a Tesa or Mitutoyo or even a Fowler set. All that I have seen come in sizes like other mics do - 0-1", 1-2", etc. The Shars mics each come with a set of anvils that can be used to measure both Imperial and Metric pitch diameters; no need for metric mics like other makes require. Cost is very reasonable for what they are and especially when compared to the Swiss or Japanese mics. The Shars mics are calibrated in tenths, not thousandths.
To put cost in perspective, just the calibration standard for my Tesa 0-1" mic would pay for the first three Shars mics so an Import is the way to go unless you're really well heeled or get fabulously lucky on ebay. I used to use a Fowler (Chinese) mic and it was as accurate as my Tesa mics (I think).
Personally, I would not go with individual mics that don't have interchangeable anvils. They work but costs are very high for a complete set if you buy new.
We all have different experiences with these things. I find thread mics faster, simpler and easier to use than thread wires, especially when checking fits while the part is on the lathe. I haven't used my wires in years and am happy not to do so.
Agreed. Thread wires are a royal pain to use at the lathe. I break out the thread wires for inspection purposes, and I also have a set of the little plastic keepers from Flexbar that hold two of the wires. Using thread wires over a chip pan is asking for disaster—you can avoid that by putting a tape flag at one end of each wire.
I have two sets of Shars 0-1 and 1-2 and one set of 2-3 thread mics. They all ran under $75 as I recall, maybe $55 for the 0-1. I probably do 15 single point threading jobs a year, have never had a problem with them.