You cannot buy true integrity with money (reputation possibly, but not true integrity). And you cannot exchange it for money and you can't buy it back when it's gone (there are some notable falls from grace who would love that option I am sure. Think Lance Armstrong, Bill Cosby and Tiger Woods). Our integrity is of supreme value to us but it costs nothing. It is very hard to recover it once it has been lost, so it's important that we treasure and tend to it.
You do not need money or power or status to develop, cultivate and cherish your integrity. A life of integrity is a path open to everyone. In fact I think we are all pretty much naturally programmed to choose the path of integrity by default, which is why when we go against that which feels off. I believe that integrity is our natural inclination, it's more about choosing to deliberately veer off the path into dishonesty, or not.
I also like the alternate definition of integrity. As well as "the quality of being honest and having strong moral principles" it is also "the state of being whole and undivided". Which can be used to describe the state of, say, a building post earthquake "retaining its integrity" meaning it has come though structurally sound. That definition of being "whole and undivided" speaks also to our soul, in that if there is a decision that is making us feel divided and at odds with ourselves that it's likely we are considering compromising our integrity in some way. That feeling of internal division is a great spot check on our personal Integrit-o-meter.
When we live in integrity we are naturally happier. We don't have to think which version of the story we are relating to which person. We don't have that mild cloud of anxiety about "being found out". We sleep better. We don't panic when the phone rings or we bump into THAT person. Knowing what our word is worth is an all-together happier way to be in the world. We live more lightly when we are in integrity with ourselves.
Doing the right thing even if no one is watching is integrity. Because someone IS watching. Someone who's opinion is of paramount importance and will last a lifetime. You.