Actually the price difference is fairly minor if you are buying quality RAM. Based on prices from Crucial.Com (Micron):
SDRAM, PC133 ? CL=3 ? Unbuffered => $95
SDRAM, PC133 ? CL=3 ? Unbuffered ? ECC => $104
SDRAM, PC133 ? CL=3 ? Registered ? ECC => $111
If you are buying the cheap stuff, then this definitely is not the case. Still, IMO if you use your computer for any type of work - even infrequently, then cost is not a good reason for getting non-ECC over ECC.