When equipping our boat we made a conscious decision to buy the best autopilot we could buy because self-steering is that important. But we offset the cost by not having a bunch of things that aren't important to us. We don't have a RIB our a big outboard, we don't have a generator, an big inverter, no radar, we sail a lot, so we don't use much fuel...
Even with our NKE autopilot I suspect we are on the low end of expenses for equipping a boat of similar size/purpose/cost.
Again, the original point is that a wind vane just doesn't work very well on our boat when we are sailing fast. If it did, we wouldn't be having this discussion. That said, the price of a good wind vane and a reasonable autopilot necessary for motoring will easily compare to the cost of an NKE if not more.
Buying the NKE certainly wasn't a decision we made lightly.