not cheap? the $45 I paid for the linksys one was a heck of a lot cheaper than what an additional monitor/keyboard/mouse would have cost me. not to mention I didn't have to find a place for all that, I just found a spot for a second box.
I second the linksys KVM switiches, I have 2 port model and it came with all the cables. I have my res set to 1152x864 and don't notice any problems with UT, Q3 or anything else.