Here's a video showing my $2 sparge head, dough-in and CIP solution:
The stainless CIP ball options tend to be between $40-$60 and won't work with normal home brew pumps; sparge arms seem to be in the same price range; I've been looking for a solution that will work both for sparging and CIP and this is working great for me so far.
I simply used a $2.15 pop-up lawn sprinkler that I got from my local Home Depot. It comes with 1/2" NPT threads so all I had to do was screw it in hand tight.
When it turns on it extends into the mashtun another 2 inches (fully extended in the video), but I've since unscrewed the sprinkler and installed an insanely cheap black oring on the inside to prevent the head from extending further; now when I turn it on it just sprays liquid without extending further into the mashtun in case I want to make a high gravity 10 gallon batch.