Cheapest set containing electric motor
First of all: LEGO prices fluctuate depending on retailer (LEGO.com, Wal-Mart, Target, Toys'R'Us, etc.), so "cheapest" also depends on the time of year and the retailer you look at.

Secondly, are you only interested in a PowerFunctions motor, and is the set you ask for just a vehicle to get the motor? In that case you might want to know that you can just buy a single motor from LEGO Shop@Home. Current price (Dec15) is $7.99 plus tax plus shipping. 



You can also buy a kit with motor, lights, batterybox and a few gears directly from LEGO here; this set costs currently $29.99.



Power Functions motors typically come in the higher-priced Technic sets, of which currently 42008 Service Truck is the cheapest at $103.98 sale price.



There are a few non-Technic models every now and then that have Power Functions motors in them but I do not know of any set currently available that has a motor included.