I wouldn't say 'just because it is less expensive'...I know there are many who sacrifice a lot (both time and money) that is scarce in their lives to train. So....
I don't think it can hurt to check out any other places, who knows, you may enjoy them even more. As we've talked about in other threads, there are pro's and con's to choosing a style that is widely represented or one that is an independent, home-grown variety. Only you can say where you feel most comfortable. If you like the more expensive place, consider discussing your financial situation with your sensei, they are often willing to make arrangements rather than loose a student.