Look online for a used one or a good quality aftermarket one. If you need both, spend the extra money and get a monitor that comes with one.
I would look for a high quality aftermarket one with actual safety credentials. Yes, these cost more then the average eBay adapter but you know it's probably just as safe as the OEM adapter and isn't as likely to kill the monitor if something goes wrong. However, I'd still prefer going eith an Apple OEM adapter. As long as you know which one you need for the size you are looking at, you'll be fine. Look up Apple Cinema Display Power Supply and you'll probably get somewhere.
I would forget about modification to the monitor - it likely doesn't have the hardware for AC->DC conversion on the monitor itself, which is probably why Apple uses an external power supply. I'm sure it can still be done, but it isn't going to be practical.