Do you have an IKEA store near you? I found a really comfy chair for about $60 or so there. I've been using it daily for the past year or so and have loved it. With that being said, you're gonna need to find something comfortable for you. Don't be afraid to spend a bit more money... this is your body we're talking about, and the last thing I'd want is for you to not be able to relax and unwind while gaming. Is your gaming setup at a desk? I recommend going into a store like Staples and sitting for periods of time within the various chairs. Avoid the temptation to order a chair from the internet as you have no way of knowing if it will be comfortable or not, due to the amount of variables involved. Go back a few times until you find one you like -- it may seem silly and unneeded, but given how uncomfortable many office chairs are, I find it to be beneficial. Office chairs have a huge possibility of causing back problems because often times they're poorly manufactured.
Also, I definitely avoid against gaming chairs. I had one once and let me just say that the electronics of the chair were very poorly put together -- additionally, it just wasn't very comfortable, which is the main point of a chair.