I bought one at Camping World on sale for ~$30 or so. It's wire has 8 panels X 30" tall and works well for my dachshunds.
The advantage to the pen over the leash or lead is that the dogs tend to get the lead wrapped around chair legs, trees etc. as they wander around. I also have 25' leads for my dogs but it doesn't take long before they end up with about a foot left. And the pens work well for small dogs but a pen that a larger dog can't jump out of would start to get a bit cumbersome to carry around.
2011 Chevy Silverado Crew Cab 4X4
2009 Funfinder 210 WBS
Prodigy P3