Photos of my marine tank can be found in my journal (link in sig)
What kind of Marine tank do you want? Would you like to keep corals or just fish?
The expense really depend on what size tank you want, what you want to keep in it and if you have any equipment already.
My nano has cost about £500-600 to get it to the stage it is now (including livestock). If I had any patients at all and had got all the equipment second hand it could have been done for half that (most likely even less). That was buying everything from scratch as well (including a big tub of salt, test kits, food and a big RO/DI unit).
Now its all set up though all I pay for is food and electric.
There is no escaping the fact that marine tanks do cost more to set up then a FW tank, it doesn't have to cost a lot more though and if you look out on the many aquatic classified sites you can often find people closing down marine tanks where you can get pretty much everything for the same price as setting up a FW tank.
Lets assume you want to get a reasonable sized tank. Looking at www.aquarist-classifieds.co.uk
second hand
4X2X2 tank with X2 54w T5 lighting £130
40kg of LR (£5 per KG) £200 (most expensive bit)
Powerheads normally around £6 each and might need around 6 so £36
Heater £5
New (could probably get most of this second hand as well).
30gpd RO unit : £40
Large bucket of salt (will last quit a while): £40
Basic test kits and refractometer: £50
So cost: £500,
On going costs electric, food, water (if you are on a water meter), more salt later on and thats about it. Maybe £10 a month (I try not to think about it too much

).
Thats the basics for a pretty large tank that is ready for fish and soft corals. Once your up and running its a good idea to add a skimmer and if you want to add hard corals then upgrading the lighting would be worth doing as well.