Originally Posted by
Stir
Though not by far as expensive as... Any TCG. Trading Card Games make you keep buying stupidly expensive cards... Models might be expensive, but once you've bought them, you don't need to keep buying in order to stay competitive (plus the best cards are simply more expensive than the best models). In addition, models actually give you a hobby. Converting, painting... All that stuff.
But it's probably best (in my opinion, anyway) to play a game like Mordheim, or Warmachine. Fun games, great models and small armies, which allows you to diversify more, build more specialized armies for less money.
Also: 40K just isn't what it used to be... Too much plastic (great for nids and orcs, because you want to convert them like crazy; not so great for the other armies unless you're really creative... It's just too expensive when you compare what you're getting).
And, of course, the Sisters don't have their own codex. -_-