I used Ebay and Craigslist to make it a bit less expensive. It wasn't too hard to find $150+ (for example) saddles used or new take-offs for about $20 or less. Even if some weren't in great condition, I figured if I liked it enough than I would just buy a better used or new one in the future. It took me a few saddles and about 6-ish months IIRC, but I was waiting for $20 or less type deals. Selling them off would help fund the next ones also.

BikeForums has sale threads in some sub forums and at the bottom of the main page also, where saddles pop up for sale, and there is a saddle swapping thread in the sales section on the main page (though not too active). And of course the lbs is a good place to look for take-offs (ours sell them for $20 & they're returnable). Some LBS have test models available too.