Unless you are going to the Colombian Amazon or hiking the coastal Caribbean forests, you won't need malaria pills. Even in the jungle the use of malaria pills is debatable.http://wwwn.cdc.gov/travel/destinations/colombia.aspx
The CDC is always overcautious! If you took all their advice you would probably never leave your home. Take it all with a pinch of salt.
I've lived in Latin America for over 30 years and never taken a malaria pill. Nevertheless, the final decision is your call. It's whatever you are comfortable with. If your worry about malaria is going to ruin your visit, then go ahead and take your medicine.
Is it cheaper in Colombia? You bet! Generally most drugs in South America are made locally by the same companies (or under license) as we see here in North America. http://www.drugs.com/malarone.htmlhttp://www.drugs.com/cdi/mefloquine.html
- this is generic, so it shouldn't cost too much.http://www.drugs.com/cons/primaquine.html
Although these precise named drugs may not be available in Colombia, there will be alternatives. Trust the pharmacist.
Keep in mind you have to take these pills two or three days before entering a malarial zone.