The Hozan can be had for under $100 with some online searching. I don't know what model you guys are referring to, but my Hozan rolls threads without removing any material. They thread nicely, and I've had no problems. Phil, to respond to your little thinking out loud bit, no, you cannot thread your spokes with a die. That removes material from the spoke, which is really dangerous.
Maybe Sheldon Brown will weigh in on this one, as he's rather outspoken on spoke issues.