Depends on what u means by 'Very
Expensive'....... 
Dive course - PADI - Open Water - $450 - $550, Adv Open Water (most
of us only until this level) - $350 - $450.
Malaysia dive trip (Tioman, Aur) - $300 - $400
Oversea - $1200 onwards.
I try to make my trips (dive, air-ticket, hotels, food, R&R,
shopping) total to below $2000......
Dive gears are expensive....... but need not get a full set from
the beginning. Just mask and fins...... wetsuit if your size is big
(fat like me). later then BCD and dive computer and stuff.......
but can slowly buy lah.