Feeling full without giving way to excess calories or expense?

So, I have always been interested in a vegan diet, but it poses problems for me. I am a tall guy, and have always had a huge appetite! I love eating beans, broccoli and cabbage, because you can eat a lot of them without too many calories. I also really love baking sweets and things by exchanging the ingredients to make them vegan (applesauce instead of eggs and such) because it usually cuts out hundreds of calories. The problem for me is that it seems so expensive. I really don't want to be bombarded with statements that tell me that it isn't an excuse. I just want to know what people get on a regular basis that makes them feel full, without having a tremendous amount of calories.