I know Spanx are expensive but honestly they are worth it. They are comfy and the material is thin and they really hold you in. I have some cheaper shaping underwear from Debenhams but it's not in the same league as Spanx. Have you got a Next account? You could order some on next day collection and try a few brands on and return what you don't want and what you do keep, you don't have to pay for all in one go.
Yes they are quite stretchy. I've got the Higher Power briefs and the long leg ones in size A and I'm dress size 8 in most shops. I didn't really check out the sizing too much, I just wanted them tight incase they went looser through wear and washing but they haven't and I've washed mine loads.