Props to Holyjoe on Consortium for putting together what I used as a base for this.
Here is a TSM group for all cageable pets currently in game, grouped by their sources.
group:Argent Tournament,p:229:0:0,group:Argent Tournament`Alliance,p:204:0:0,p:205:0:0,p:209:0:0,p:212:0:0,p:215:0:0,group:Argent Tournament`Horde,p:206:0:0,p:207:0:0,p:210:0:0,p:213:0:0,p:218:0:0,group:Blizzard Store,p:311:0:0,group:Darkmoon Faire,p:1061:0:0,p:1063:0:0,p:1276:0:0,p:1478:0:0,p:1665:0:0,p:330:0:0,p:335:0:0,p:338:0:0,p:339:0:0,p:343:0:0,p:64:0:0,p:65:0:0,p:848:0:0,group:Drop`Azeroth,p:114:0:0,p:1237:0:0,p:232:0:0,p:235:0:0,p:237:0:0,p:238:0:0,p:239:0:0,p:278:0:0,p:279:0:0,p:286:0:0,p:42:0:0,p:49:0:0,p:50:0:0,p:56:0:0,p:57:0:0,p:58:0:0,p:59:0:0,p:87:0:0,group:Drop`Draenor,p:1416:0:0,p:1428:0:0,p:1471:0:0,p:1515:0:0,p:1524:0:0,p:1537:0:0,p:1538:0:0,p:1540:0:0,p:1541:0:0,p:1564:0:0,p:1576:0:0,p:1601:0:0,p:1662:0:0,p:1687:0:0,p:1764:0:0,p:1765:0:0,p:1766:0:0,p:834:0:0,group:Drop`Dungeons,p:1533:0:0,p:165:0:0,p:175:0:0,p:233:0:0,p:89:0:0,p:90:0:0,group:Drop`Northrend,p:234:0:0,group:Drop`Outland,p:146:0:0,group:Drop`Pandaria,p:1178:0:0,p:1180:0:0,p:1201:0:0,p:1205:0:0,p:1211:0:0,p:1212:0:0,p:1213:0:0,p:1245:0:0,p:1321:0:0,p:1323:0:0,p:1328:0:0,p:1329:0:0,p:1330:0:0,p:1333:0:0,p:1335:0:0,p:1336:0:0,p:1337:0:0,p:1338:0:0,p:1345:0:0,p:1348:0:0,p:650:0:0,p:836:0:0,group:Drop`Raids,p:1544:0:0,p:1672:0:0,group:Drop`Raids`Raiding with Leashes 1,p:1143:0:0,p:1144:0:0,p:1146:0:0,p:1147:0:0,p:1149:0:0,p:1150:0:0,p:1151:0:0,p:1152:0:0,p:1153:0:0,p:1154:0:0,p:1155:0:0,p:1156:0:0,group:Drop`Raids`Raiding with Leashes 2,p:1226:0:0,p:1227:0:0,p:1228:0:0,p:1229:0:0,p:1230:0:0,p:1231:0:0,p:1232:0:0,p:1233:0:0,p
![:1234:](//cdn.jsdelivr.net/emojione/assets/3.1/png/64/1f522.png)
0:0,p:1235:0:0,group:Drop`Raids`Raiding with Leashes 3,p:1622:0:0,p:1623:0:0,p:1624:0:0,p:1625:0:0,p:1626:0:0,p:1627:0:0,p:1628:0:0,p:1629:0:0,p:1631:0:0,p:1632:0:0,p:1633:0:0,p:1634:0:0,group:Drop`Raids`Siege of Orgrimar,p:1322:0:0,p:1331:0:0,p:1332:0:0,p:1334:0:0,group:Drop`Raids`Throne of Thunder,p:1177:0:0,p:1183:0:0,p:1200:0:0,p:1202:0:0,p:1243:0:0,p:1244:0:0,group:Event (Yearly),p:1511:0:0,group:Event (Yearly)`Brewfest,p:1518:0:0,p:153:0:0,p:166:0:0,group:Event (Yearly)`Children's Week,p:125:0:0,p:126:0:0,p:127:0:0,p:157:0:0,p:158:0:0,p:159:0:0,p:289:0:0,p:308:0:0,group:Event (Yearly)`Day of the Dead,p:1351:0:0,group:Event (Yearly)`Fire Festival,p:128:0:0,p:1517:0:0,p:253:0:0,group:Event (Yearly)`Hallow's End,p:1521:0:0,p:1523:0:0,p:162:0:0,p:319:0:0,group:Event (Yearly)`Love is in the Air,p:122:0:0,p:251:0:0,group:Event (Yearly)`Lunar Festival,p:341:0:0,p:342:0:0,group:Event (Yearly)`Noblegarden,p:200:0:0,group:Event (Yearly)`Pilgram's Bounty,p:1516:0:0,group:Event (Yearly)`Winter's Veil,p:117:0:0,p:118:0:0,p:119:0:0,p:120:0:0,p:1349:0:0,p:191:0:0,p:337:0:0,group:Profession (Crafted)`Blacksmithing,p:1569:0:0,group:Profession (Crafted)`Cooking,p:1395:0:0,group:Profession (Crafted)`Enchanting,p:267:0:0,p:292:0:0,group:Profession (Crafted)`Engineering,p:116:0:0,p:1204:0:0,p:1256:0:0,p:1320:0:0,p:1403:0:0,p:1412:0:0,p:1467:0:0,p:1565:0:0,p:261:0:0,p:262:0:0,p:39:0:0,p:844:0:0,p:85:0:0,p:86:0:0,p:95:0:0,group:Profession (Crafted)`Jewelcrafting,p:845:0:0,p:846:0:0,group:Profession (Crafted)`Tailoring,p:1039:0:0,p:1040:0:0,p:1426:0:0,group:Profession (Gathered),p:1396:0:0,group:Profession (Gathered)`Archaeology,p:1530:0:0,p:1531:0:0,p:264:0:0,p:266:0:0,p:277:0:0,p:309:0:0,p:310:0:0,group:Profession (Gathered)`Fishing,p:115:0:0,p:1206:0:0,p:1207:0:0,p:1208:0:0,p:1209:0:0,p:132:0:0,p:1448:0:0,p:193:0:0,p:340:0:0,p:652:0:0,group:Profession (Gathered)`Herbalism,p:1432:0:0,group:Profession (Gathered)`Mining,p:1495:0:0,p:293:0:0,group:Quest (Daily)`Fishing Daily,p:163:0:0,p:164:0:0,p:173:0:0,p:174:0:0,p:211:0:0,group:Quest (Daily)`Oracle,p:194:0:0,p:195:0:0,p:196:0:0,p:197:0:0,group:Quest (Daily)`Pet Battle,p:381:0:0,group:Quest (Daily)`Pet Battle`Beast of Fables,p:1196:0:0,p:1197:0:0,p:1198:0:0,group:Quest (Daily)`Pet Battle`Erris/Kura,p:1600:0:0,p:1655:0:0,p:1656:0:0,group:Quest (Daily)`Pet Battle`Menagerie,p:1385:0:0,p:1394:0:0,p:1434:0:0,p:1442:0:0,p:1545:0:0,p:1568:0:0,p:1570:0:0,p:172:0:0,group:Quest (Daily)`Pet Battle`Pet Charms,p:1577:0:0,p:1588:0:0,p:1598:0:0,p:1661:0:0,group:Quest (Daily)`Pet Battle`Spirit Tamer,p:1124:0:0,p:1125:0:0,p:1126:0:0,p:868:0:0,group:Quest (Daily)`Pet Battle`Tiny Terrors,p:1536:0:0,p:1539:0:0,p:1663:0:0,p:1664:0:0,group:Quest (One Time),p:1387:0:0,p:1446:0:0,p:1532:0:0,p:1566:0:0,p:1567:0:0,p:1690:0:0,p:847:0:0,group:Race Specific,p:629:0:0,p:630:0:0,p:792:0:0,group:TCG,p:1174:0:0,p:130:0:0,p:156:0:0,p:168:0:0,p:169:0:0,p:183:0:0,p:241:0:0,p:242:0:0,p:285:0:0,p:302:0:0,p:303:0:0,p:328:0:0,p:333:0:0,p:348:0:0,p:665:0:0,group:Vendor`Alliance,p:138:0:0,p:140:0:0,p:141:0:0,p:40:0:0,p:41:0:0,p:43:0:0,p:45:0:0,p:46:0:0,p:67:0:0,p:68:0:0,p:72:0:0,group:Vendor`Alliance`Rep,p:1450:0:0,p:1575:0:0,group:Vendor`Horde,p:142:0:0,p:143:0:0,p:144:0:0,p:55:0:0,p:70:0:0,p:75:0:0,p:77:0:0,group:Vendor`Horde`Rep,p:1458:0:0,p:1542:0:0,group:Vendor`Neutral,p:1185:0:0,p:136:0:0,p:137:0:0,p:139:0:0,p:145:0:0,p:1596:0:0,p:1597:0:0,p:1688:0:0,p:190:0:0,p:224:0:0,p:236:0:0,p:254:0:0,p:306:0:0,p:44:0:0,p:47:0:0,p:51:0:0,p:52:0:0,p:74:0:0,p:78:0:0,group:Vendor`Neutral`Rep,p:1344:0:0,p:1346:0:0,p:1430:0:0,p:1571:0:0,p:1574:0:0,p:167:0:0,p:1692:0:0,p:1693:0:0,p:186:0:0,p:198:0:0,p:271:0:0,p:317:0:0,p:318:0:0
Unfortunetly none of TSM's auction data tracks caged pets, so you would still need to either hardset pricing data or cross-reference with underminejournal to look for deals.