Practicing on Your Own: The Manual

I. Equipment
Regardless whether your budget is $9 or $999, it will not determine the success of your training routine. The effort you put in is key. If you actually have the chance to invest some money, don't spend it all on one single, overpriced ball. Instead, buy at least four or five cheap ones. Having a number of balls saves you critical time during practice. For example, if you take a bad kick and your ball flies off somewhere, you won't have to interrupt the drill you are working on. You can simply pick up another ball and continue on.
Don't be impressed by gimicky training devices. Most of them don't help in recreating the game realistically. Practice is all about working at high pace and learning to transition from one skill to another. You'll be able to do that more effectively with just a ball and a wall (small-sized goals and net rebounders can also be quite hepful for passing, shooting and trapping drills). For your dribbling or agility sessions and simply for marking purposes, you may consider buying 9" or 12" cones, marker cones or possibly a set of slalom poles.

Recommended:
Ball (preferably a number of them) - $14-$150 each
Orange cones - $5-$30 for a set
Slalom poles - $20-$150 for a set

Optional:
Small-sized goal - $80-$250
Rebounder - $80-$300