Dragons can be pretty expensive, especially for the inital set up. Here's a quick basic break down of what you'll need:
Dragon - of course
Its best to go through a good breeder instead of a petstore if possible. You can expect to pay anywhere from $70-$200+ depending on how particular you are about colour, etc.
Enclosure - its best to start off with a full size enclosure instead of starting off with a small one and moving up as the dragon grows because you'll save yourself a lot of money. For a single adult dragon you need something with 6-8 square feet of floor space and at least 18 inches in width - this works out to a 75g glass tank or larger, or you can build a basic 4 ft x 2 ft x 2 ft enclosure using the plans available online, or you can order a custom built reptile enclosure. The cost will depend on which option you go with. For instance, a used 75g tank could be found for under $100 (but then you'll also need to buy a screen lid for it), building your own enclosure would run you $100-$200, and custom built tanks range greatly in price.
Lighting - this is an area that's confusing for many beginners. You need 2 types of light: heat and UVB. For your heat light, you can use a regular light bulb or a halogen flood light. All you really need is something that puts off enough heat to get the temperatures to the right spot and which gives off lots of bright clear (not coloured) light. You'll also need a dome light fixture with a ceramic socket to hold this bulb (runs $10-$20 each). For UVB there are two options:
(1) flourescent tube
UVB bulb - these bulbs should be replaced every 6 months, give off UVB only (no heat), and your dragon should be able to get within 6 inches of the bulb at some point in the tank. The best is the Reptisun 10.0 and you can buy it online for $20 (much more expensive in stores). You'll need a flourescent light fixture to hold this bulb, either the type you'd hang over a table in a work shop (available from home improvement stores), or the type you'd use on an aquarium. Prices for these fixtures varies.
(2) mercury vapor bulbs - these put out heat as well as UVB (an all in one type of bulb) and need to be replaced every 6-12 months depending on the bulb. Your dragon should be no closer than 12-18 inches from the bulb since these are much stronger than the tube lights. The good ones are the megarays (see
http://www.reptileuv.com) and the t-rex active heat flood bulbs and you can order them online for $40-60 each.
Digital thermometer with probe - a must for accurate tracking of tank temperatures. Can be found for $5-10 online or in stores.
Substrate - if you go with a baby your best bet is to use something solid on the bottom of your tank. Paper towels, nonadhesive shelf liner ($10 a for a roll that should cover the whole tank), reptile carpet, and textured slate or ceramic tiles are all good options. There are a few reletively safe loose substrate options for an adult dragon (children's playsand, some of the coconut fiber beddings), but make sure you do your research before using any loose substrate and NEVER use calcium sand or vitasand as these are dangerous to your dragon.
Food and Supplements - another big expense. The supplements aren't too bad, you'll need a jar of calcium powder (repcal phosphorus free calcium is a great one) and a jar of vitamin powder (repcal herptivite is a great one for that). Then there's the food. A young growing dragon can eat anywhere from 50-100+ bugs a day so you'd be best off to either breed your own bugs or order in bulk online. An adult dragon only gets 30-50 live bugs a week so they're much more affordable that way. Dragons of all ages should have a fresh salad every day. When my girl was a baby, I spent nearly $100 a month to feed her. Now that she's an adult I spend about $10 a month (I breed my own superworms for her, so it's mostly just greens and veggies that I have to buy).
There might be other things that I'm forgetting, but hopefully this is enough to give you a general idea of what you're looking at.