I usually set aside the funds for a ticket, and chip in on fuel (from Madison WI to Chicago IL, it came out to $20 a head). I set aside maybe $50 for food, etc (breakfast on the way at the Machine Shed, lunch at the show, nice dinner on the way back) and then set aside any funds you want to spend on goodies (a t-shirt is a for-sure purchase, maybe some bitz or forge world goodies. Books, Black Library stuff. This could vary from $20 on up. I tend to blow a hundred on shopping)
So say $250 total for the whole event. Saved up in advance it's no big deal.
I tend to walk away with a paint and take mini, a terrain piece I made, a converted diorama I make and a handfull of bitz in addition to my swag bag and shopping stuff. I also like to get autographs of the artists, writers, and sculptors etc. I set in on the vendor seminar as well, get some good intel on the upcoming releases...and learn a little about the GW marketing machine.
It's also a lot of fun to go on a road trip with friends, see some cool armies and terrain, and take a lot of pictures.