The folks at Brickset.com have discovered these Ladybird activity books in the UK featuring LEGO Atlantis. There are two books available at afforable prices and each comes with one minifigure.
Although the Shark Warrior is easy enough to come by at reasonable prices, the Squid Warrior from The Gateway of The Squid (set 8061) currently averages $12.69 USD on BrickLink. It even comes with a trident!
Click on over to Brickset for more details.
(Picture from Amazon UK)