My wife got me the keg setup for christmas of '05 from Northern Brewer. I think it ran about $250 or so. It came with a new 5 gal. keg, at tap, handle, empty CO2 tank, hoses, connections, etc. I've since added an additional tap and bought a used keg from a local guy for $40. We bought a used fridge for $30 at a garage sale. It is fun to have this setup, especially at parties. Cleaning 2 kegs and the lines is still much faster than cleaning all of those bottles! I'm sure you could do it cheaper than this if you could find a used CO2 tank and keg.
I was going to give you a link, but their site is either down, or I'm blocked from it.