They might taste good (I like nicely cooked and seasoned veg) and be cheap... but "filling"? I absolutely do not find veg filling. More filling that something high in high-GI carbs, sure, since you're not going to have a spike and sharp drop in blood glucose levels signalling hunger, but protein and fat are a lot more filling that veg.
A good example is eggs, which are amazingly filling, cheap, quick to cook, versatile, and only around 150 calories each - and I feel full for at least 5 hours after eating just two of them.