I have an inexpensive belt sander.  I use it a lot.  It works well but sometimes you want to hold the workpiece and not the sander.  This was a problem until I had an idea.  I built a box around my sander that it friction fits in.  I drilled a hole in the side where the vents for the motor suck cool air in, and on one end a tab protrudes down below the bottom level.  This "hooks" over the end of your table and keeps the sander from sliding out from under the workpiece when you put some pressure on it.  This works out very well.  I can slip my snader in and out of the box in a few seconds.  I used scrap wood and random screws I had kicking around from other projects so the cost was essentially zero.  Definitely worth the investment.