Most of my hobbies aren't too expensive, and snakes are probably the priciest for me:
Snakes and other animals
Embroidery
My stuffed animal collection (second most $$ since I only collect realistic ones)

My partner/BF has the pricier hobby...but since it's his eventual profession I don't say much: Video Games. He wishes to be a designer, so he rents/buys many games to play, evaluate, and test out. We have a PS2 and an XBOX 360 elite as well as a top of the line design/gaming computer(his) and a very good quality game computer(mine).

The money for these interests is mostly saved/earned. I save up in a special 'critter' account for any vet visits, EQ, or critter food, and he earns 'game credits' by helping me out with various tasks.