Try not to get too intimidated. It takes a lot of patience and shopping around, but you can get some pretty good deals. It's still expensive, but not quite as bad as your first impressions might lead you to believe.
I was able to get my set up complete with 3 pieces just a couple weeks ago:
- -9 sec Visage of Giyua (high int, no crit) - 6 mil
- -6 sec Skull Grasp (str roll) - 80 mil
- -19 sec Homunculus - 45 mil
One important thing to note is that the jewelry cost will inflate the fastest. You really have to watch the AH often for good deals. With 1.0.7 looming, it might be easier to go with a Skull Grasp, as SOJ's will probably be increasing in demand (the IAS synergizes with the build better anyway).
It's also worth noting that you could go with more pieces of gear with shorter durations to save a few bucks, but the cost to your stat pool is already pretty significant with 3 pieces. Good stats on Zero Dogs gear is insanely expensive, so it worked out best for me to sacrifice stats on fewer pieces of gear, rather than trying to spread the -dogs affix across more pieces.
You'll also want to factor in the cost of alternate gear that has IAS. You're going to want to stack IAS after you finally get dogs down to 0 cd. Zero Dogs isn't as mana dependent as most WD builds, and more IAS = more explosions = more damage = more healing. That will most likely mean an new weapon (high IAS sword/knife, or EF) and a few new pieces of gear to compliment the build (Tal's Chest, Witching Hour, Lacunis, Inna's Pants, etc).