Playing music - usually the biggest expense is up front (buying the guitar, drums, flute, whatever)
Paintball - expensive and I don't get to play much anymore
R/C Planes - I'm just getting into it, but it too seems expensive
Baby making - is expensive when you make the baby
Car repair/maintenance - sometimes its more expensive then others
Table Tennis - cheap once you have a table. anybody else play?
Running - pretty cheap and runner's high is nice
Hobbies are fun.