Thats the reason i have bought no warhammer for at least 3 years... so god damn expensive.
I went through a phase where i was converting Fantasy Undead guys, it was radical as, and they were pretty cool, its so easy to do with skeletons
As for the game, its easy once you know the rules, its learning them thats an absolute bitch. Also finding someone good to play. I played on of my mates a few times, who collects necrons and Daemonhunters, and i beat him both times. Witch Hunters Vs. Necrons, and Chaos Marines (Black Legion) Vs. Daemonhunters. It was good fun The Defilers cannon is so fun for destroying ENTIRE UNITS OF DAEMONHUNTERS lol!! I wiped out an entire unit in one shot. He was not happy.
And the Arco Flagellants in teh Witch Hunters codex are insane... flailing, whipping, mutated, modified ex-people with buzzsaws where there hands should be and way too many attacks...
It's not as expensive as you might think. I get my stuff over the internet and you can get a Battleforce boxed set for 57 and no shipping from Maelstrom Games. I spent nearly 100 and I've got a 1500 point Traitor Marine army.
(Just so you know...
1 Khrone Lord
5 Possessed Marines
10 Chaos Space Marines
8 Chaos Space Marines
9 Khrone Berzerkers
1 Chaos Rhino (for the Berzerkers and the Lord)
1 Chaos Predator (w/ Las Cannons everywhere... )
3 Chaos Obliterators )