There are hundreds of exercise mats online and in stores for all forms of fitness. From a couple pounds to a couple hundred pounds.
For Pilates, the best mat for the exercises and your body is a closed foam minimum 1cm depth mat. The reason for this is, you will spend some time with your spine on the mat and with exercises like roll like a ball, open leg rocker, and seal, you will be rolling your spine up and down - a bit of comfort would be good for anyone! Tougher still for anyone with back problems, or any curvature in the spine, or prominent tailbones for example due to lordosis, kyphosis, scoliosis or any other reason.
Yoga mats: These are thin stick mats designed to keep your hands and feet in place whilst you go through your Yoga moves and stretch. Yes they can be the cheapest from £3 upwards, but if you are doing Pilates you will require a thicker mat.
Gym mats can be several inches thick, and very soft. These are a bit tough to balance on, but if you like a challenge go for it.
Whatever your budget for a Pilates mat - decide whether you would be happy and comfortable rolling up and down it half a dozen times.
The Pilates mats used at Otago Street Pilates Studio, are a joy to use, large and think with a bit of grip to enable balance and comfort.