Fantasy is great because it's possible to win with any army (I am currently undefeated with wood elves [and i've played about a dozen games, the two in my signature is just this year], who are said to be the worst army) and for a few other reasons, but it's just as expensive as 40k so...
Mantic's deadzone is relatively inexpensive and tons of fun to play, I would check that out. It's a small skirmish game so it's not on the same scale, but it's well made and tactically difficult.
*EDIT* (for more details)
In USD, the starter set
is just $100. It contains a rulebook, two full armies, dice, faction decks (like a codex but in card form, and you use it directly in game), and various counters that are used in game. The terrain
is beautiful, good for any sci-fi skirmish game but made just for deadzone. The models are in general much cheaper than GW, with 11-12 fantastic models of varied shapes and sizes for $35 (link
). There are some other things
that you will need, such as the mat, perhaps more dice, and preferably a rulebook.
How it works: It is a 2' x 2' mat (for basic games) split into tiles. The game is tile based (so you move a certain number per action, shoot a certain number per action etc.), but you move your models within your tile so positioning is important. Cover is simplified so if your tile has cover, so you do you, and you get bonuses for being in the open rather than penalties for being in a window etc. The game is action based, so you get x amount of actions (it varies based on size of the game etc.) per turn with a certain amount of models, and then the faction deck cards I mentioned earlier can give you extra actions. When you run out the game ends, though, so be careful about using them too fast.
I think that covers it pretty well, just check out battle reports etc to get a better idea of the game.
I haven't played others, just those two and 40k so...