Hey Kenny!
I've had quite a few over the years and they're by far the most enjoyable and most problematic lizard I've ever kept.
To do things correctly, yes they are quite expensive. Juveniles (roughly the first year/ 18 months of their life) eat massive amounts of crickets. Things tend to level out when they reach adult-hood.
Expect a Juvie to eat anywhere from 50-80 crickets a day.
Then the hardest part as an adult, is that they require a *minimum* of 6-8 sq. foot of floor space, with standard enclosure size being 2' tall by 2' wide by 4' long. Quite a lot more space than a snake takes up.
I'd suggest checking out, registering, and asking questions here:
http://www.beardeddragon.org/bjive/
I'm a member and there's TONS of information and TONS of nice people who are willing to help out. I go back the name of Ice there, currently working on the FAQ to assist new or future dragon owners.
If you want, I can cover most all the basics with you on here, or in a PM, or you can just hop on over to bd.org.