Feta is a type of cheese made from sheep and goat milk. Feta is traditionally made in Greece. Officially, a feta cheese is supposed to be made in Greece, though domestic ‘feta’ cheeses are available. With cheese, the more you buy, the cheaper it can be. To save money, consider buying by the pound and storing the cheese rather than buying by the ounce. When buying quantities smaller than a pound expect to pay on average $8.50 per pound.