What variety of Cold Fusion are you looking for? At Allaire's site prices range from $495 for ColdFusion Studio 4.5 all the way up to $1,295 for CF Server Professional for Windows and $5K for CF Server Enterprise for Win.
I do believe you can download a time-limit trial/demo version. Just extend the demo until you get the hang of it.
If you're using it to make money, you should pay for it. No doubt there is someone who is not using it anymore that would sell their CF CD. Try the I WANNA thread.