Define cheap. A programmable DC power supply with GPIB control will usually run you $700+. The Agilent 36xx series that tbob mentioned are a good pick. We have several in our lab here. They run about $1000. Another possibility is the 9123 from BK Precision. It's a little cheaper at $800, and drivers exist in the NI Instrument Driver Network.
If you're willing to "tolerate" RS232 you can get one for a lot less, usually around $300-$400.