Hi there! Welcome to the rabbit hole.
GMK keycaps are pretty unique in what they have to offer, but there
are alternatives to them, some of which even do have matching deskmats! The easiest themed keycaps sets you should look out for an ones manufactured by ePBT or Infinikey such as the RAMA works designed
"PBT Heavy Industry" which has a deskmat that matches called
"canvas". Infinikey also has a couple sets in groupbuy right now on the key company,
White on Black and Black on White. The good thing about those sets is many deskmats will match even if they're not themed exactly the same.
If you want to get keycaps made of the same material as GMK (ABS plastic) then your only truly cheap option is
keyreative's blank ABS sets, which are pretty damn cheap for what they are, and they come in many many colors.
If you end up going with Tai-Hao keycaps, I would suggest trying to find a deskmat on
Novelkeys. They have a lot of deskmats that have no particular theme, or should match practically anything. It's also worth looking out for used GMK keycap sets, or simple ones still in GB. Then you might find some good deals that you can stomach the price of.
EDIT: just realized Infinikey's keycaps are quite pricy. Those might not be the best option. Especially when there's
a cheaper GMK base kit in groupbuy right now.