Prices are each way.

Sturdy boxes are fine. Make sure they are within the maximum dimensions for luggage and can survive being lifted, tilted, etc. If you pack something dense, make sure it can't shift around and punch through the side of the box.

You will likely have to take such a box to the out of gauge luggage checkin but that is not hard.

I have seen plenty of people ship large cardboard boxes instead of suitcases.