Are there any methods to get fast exp in Construction, Prayer, and Thieving without a high money cost?
Construction
There is no easy, fast or cheap way to level this skill. Getting construction experience requires too many steps, and many of those steps have a built in gold cost, since the skill was partially designed as a "cash sink" for players with large amounts of gold. Consider all the steps required to train construction:
- Obtain wood either through chopping down trees (takes time) or buying from other players (takes gold).
- Obtain nails either by making them yourself (takes a ton of time) or buying them from a vendor (takes a little bit of gold).
- Turn the wood into planks, which always takes a substantial amount of gold and can take a lot of time, if you make the run to the sawmill yourself. Alternatively, you can pay even more gold to have your servant make the run to the sawmill for you.
- Construct the items for experience (takes time), though once again, you can trade money for time by paying your servant to go to the bank.
Unfortunately, training construction is going to take time and it is going to take gold. There is no way around it.
Prayer
Training prayer can be done for cheap, but that takes a lot of time, or it can be done quickly, but that takes a lot of gold.
If you decide to train prayer quickly, you need to be willing to pay a lot of money for the high level bones, and you will likely need to pay someone for access to a high level altar in their house, unless you are lucky enough to have one in your own house (or have a good friend with one). With this method, you can train as quickly as you can make bank runs to and from the house; either by yourself or by paying your servant.
If you decide to train prayer cheaply, you need to be willing to spend the time obtaining bones, which means a lot of combat. The upside to this method is that you get to train your combat skills at the same time, but it is not fast. Then you need to use the extremely slow Ectofuntus process to turn the bones into prayer experience. As this requires grinding all the bones, obtaining all the slime and a lot of walking, it can take a very long time.
Thieving
I'm not sure why you've included this skill in this question, as it is extremely easy, fast and cheap to gain experience in thieving. You do not have to pay a thing to train thieving - all you have to do is stand in one spot and repeatedly steal from someone. In fact, thieving will earn you money as you train it - it won't earn you a lot, but something is better than nothing.
It still takes time to level the skill, since the exponential experience required to level means that you have to steal a ton of stuff to get to level 99, but since there aren't any bank runs or secondary steps, levelling isn't going to get any faster than this skill.
Also, thieving has a couple of decent mini-games, Pyramid Plunder and Sorceress' Garden, that give out really good thieving experience and are fun to play, so you can actually enjoy yourself while grinding up the levels.