No, not necessarily expensive, and a few are even free. The difficulty depends on what talents you have and what you want to do. (In other words, YMMV.)
You can get previous versions of some commercial packages from the cover CDROM that comes with some computer magazines. Look for 3D World (http://www.3dworldmag.com) or Digit (http://www.digitmag.co.uk), for example. (Both are British, so might be hard to find on the stands.)
A good free renderer is POVray, http://www.povray.org. The site also has links to a number of free or shareware modellers. Make sure to follow the ‘Competition’ link to http://www.irtc.org to see what people have done with an assortment of 3d programs, mostly POV.