There is a Homewood Suites about a block and a half away. Also, Residence Inn is about a block from there and a Hampton Inn another block from there. All are within walking distance. Not sure what you consider "cheap", I suspect all are in the $100 range. Below is contact info.
Cheers and Good Luck.
See you at the show!
423 West 300 South, Salt Lake City, UT
285 West Broadway, Salt Lake City, UT
425 South 300 West, Salt Lake City, UT