I consider integrated shift/brake levers to be one of the better "innovations" we have experienced over the last 20 years or so. Threadless headsets, cassettes, and clipless pedals round out that short list for me.
As others have mentioned it depends on what you have, but it can be done for as little as a used shifter on e-bay. If it matches the number of gears on your current rear-end then you are set. You'll need new cables and the cable stop for the right DT braze-on location, but that's it.
If you have to change rear-ends then you will probably need a new hub/wheel, cassette, chain, shifter. That's it. The derailler will work...unless you have a unique situation (ahh....old DA....)
Then you get to go around and have everyone ask you why you are half DT and half STI. Tell them you learned it from watching Hampsten....then later Lance.....