I spent a little over $1000 for my wet nitrous kit, progressive controller, and pressure regulated bottle heater with blowoff tube (also an Xcal to reprogram ecu). Still really need to add air/fuel cutoff switch and remote bottle opener. Its not much money to spend to decide if you really want/need a turbo or blower.
Its about $60/10lb bottle now so you'd have to use a lot of bottles to approach the price of the other options. You may need some additional money in all cases to make sure your fuel delivery is up to par. You can always sell the kit if you decide you want to get a more serious, and readily available solution.
Its nice having an otherwise "stock" vehicle, especially for my 80mile/day commute. I liked that I did not have to mess with injectors (I did have to upgrade my fuel pump though). Nitrous is surely a good (and safer IMO) place to start before investing a large chunk of change into something that won't get finished.