Not at all. US Saturns are pretty cheap (I got mine for $20+$15 Shipping), plus a 4-in-1 Action Replay Plus for playing JP games ($25) and an S-Video Connection ($5) so that everything looks good enough to rival the more modern systems. The games themselves vary in price wildly, but you can usually find them cheap enough. Fighting games, Shmups and English-translated RPGs are about all that is expensive, and even then they are rarely more than the cost of a PS3 or X360 game.
