Good luck finding a Yamaha piccolo (used) for under $250!
Have you checked out Woodwind & Brasswind? They have some very inexpensive piccolos, even the following one from Conn-Selmer for $199:
http://www.wwbw.com/Prelude-by-Conn-Selmer-Piccolo-i268043.music
I have not tried this piccolo, but at least you can return it within 45 days if you're not satisfied.
Regarding inexpensive piccolos, I have bought five of them from eBay (all in different colors!). They all worked initially, but three of them no longer work and no technician will even look at them. The other two play beautifully (for me, anyways), but I don't expect them to last very long. Luckily, they are cheap, so I can just buy more when those stop working.
I'm in a !*****! band and use them for marching. They are always a hit with the crowd!
<Added>Okay, why bleep (****) out the word g a y ? I'm in a g a y band. Is that so offensive to anyone?
I'm not a fan of censorship!