Honestly it really wasn't all that expensive. The only things I've paid anywhere close to retail for are the BHS mini and the Shadow mini. Only thing I ever paid ABOVE retail for was the Obi-Wan AOTC mini, but that was just because it was the last one I needed of the "regular" lightsaber minis.
Almost all of the mini lightsabers I either won (Gold Tyranus ROTS, Gold Anakin ROTS, Gold Obi ROTS), traded for (SWS Dark Chrome Anakin ROTS, CIII Dark Chrome Obi ROTS, SDCC Dark Chrome Yoda, Bright Chrome EBAY Luke ROTJ, Bright Chrome Sidious, Bright Chrome Yoda), or picked up VERY cheap. I picked up a big bunch of these for 9.99$ a piece (Vader ANH, Vader ESB, Vader ROTS, Yoda ROTS, Luke ANH, Luke ESB, Anakin ROTS, Obi-Wan ANH, Anakin AOTC, Obi-Wan ROTS).
I basically just take any monetary gifts (such as birthdays and holidays) and put the money toward picking up stuff from time to time :D