Dreadfleet is a self contained game with everything you need for two players in one box. It's limited edition, and there are no expansions. It's actually a pretty swank deal considering all you get for that price. http://www.games-workshop.com/gws/catalog/productDetail.jsp?catId=cat440146a&prodId=prod1350015a
And as expensive as miniatures games are, they still come out cheaper than a game like Magic: the Gathering. It's just the initial investment that is big. If you go straight retail, expect about $300-400 to get a decent army, including books and paint. After that, expanding is pretty cheap.
With a game like M:TG, you can drop $500 easy just to stay current each year.
Also, Warmachine and Hordes by Privateer Press are both much cheaper due to the fact that less models get used. It actually plays closer to a CCG with miniatures and utilizes more synergy and combos than Warhammer does. Warhammer just simulates the all out medieval warfare thing better.