Here's what I did in a similar situation (basement over essentially concrete floor). I got the little foamy blocks from the dance floor company recommended on Cathe forums. I also bought their surfacing "dance mat" product which turned out to be pretty expensive because of the shipping. If I had to do it again, I'd probably skip that and try to find a local product to save on cost.
I got the interlocking pieces of 2' x 2' plywood at Home Depot. I had to calculate how many foam pieces I needed for the size floor I wanted. I should have gotten more foam pieces than I did, but it works fine.
I glued the foam pieces to the plywood with gorilla glue. Some of the plywood pieces had to be cut in half since you stagger them on assembly. DH did the cutting for me.
I assembled the floor then taped the mat on top using tape the dance floor company sold to me.
The plywood started coming apart at the seams when I did lateral movement. So I realized I had to do a more permanent assembly. Back to Home Depot and explaining the situation, someone helped us get little metal plates to screw the thing together. I couldn't figure out a way to do this on bottom, so my FIL did it on top. Then I layed a layer of puzzle mats down to cushion the metal plate/screw things and then my dance mat goes down on top. The puzzle mat/dance mat combo slips around a tiny bit because I have not glued the puzzle mats to the plywood. However, this is mainly on extreme lateral moves like skaters and not annoying enough for me to glue it down!
So all in all it was quite a project and a bit expensive (mostly that dance mat flooring), but pretty nice and great for high impact which I'm not sure I could do otherwise. If you could figure out a sub for the dance mat, you could put together a floor for a couple of hundred? Main cost is those plywood squares from Home Depot. Sorry, don't remember what they cost. Also, I don't think the foam squares where too expensive, but again, can't remember.
