I would browse around your local pet stores and see if you can find something that you like. You can also use a small terra cotta pot. I have used both the smallest "normal" terra cotta pot, and the ones labeled for orchids.
Or, if you have a little time and even the smallest amount of creativity, you can make your own cave. I have done this and really enjoy it. You can buy river rocks at the pet store or walmart/dollar tree. Make sure they don't have a film of some sort on them. I used ones that I found outside. I washed them really well and made sure they were very dense and smooth. Get some aquarium safe silicone (some users have used hot glue) and build away! Do a little at a time so the glue can dry and then once it's done let it cure for 24 hours.
It's really not as hard as it seems, and is neat to have something of your own.
Here's an example of my terra cotta pot. I buried part of it into the substrate.
Below is an image of the cave I made. I broke an extra terra cotta and then attached rocks. I just sanded the rough edges of the broken pot. My fish really like this one. I attached a java fern to it.