Lots of people do dressage and SJ in their hunt coat and lots of people (including me) do dressage and SJ in their dressage coat. Wear whatever you have - if it's a dark colour, it will be fine at lower levels. Navy or black is most traditional, but I've seen the occassional hunter green or grey plaid - someone even wore a light grey, even though it's technically not allowed. The 'colour rules' are pretty lenient at lower levels.
RJClassics makes an affordable "Eventer" coat that is black and cut slightly longer than a hunt coat and slightly looser than a dressage coat. It's very nice. I also think a navy coat looks lovely in dressage.