Which hair is splitting, your new growth or your relaxed hair? Are you experiencing breakage? Protein treatments are good while you transition. You can make a protein treatment at home using an egg, some yogurt, and oil like EVOO. You can also just add an egg to some cheapie conditioner likeVO5.
You can also do some deep treatments for moisture. Honey mixed with EVOO or castor oil applied to damp hair & covered with a plastic cap for about 15-30 min works well.
You can find some inexpensive cholesterol like Lustrasilk at Sally or local BSS stores. Aloe Vera gel & juice are relatively inexpensive, help balance pH, assist with moisture, and can be found at places like Walmart.
I've been natural for about a year and a half now & I don't spend a lot on products. My philosophy is that there is no reason for going natural or being natural to break the bank.