If you're making a basic rom programmer/dumper, you can make one off of a socket, some 74x299's, some thing to power it (7805/heatsink) and a parellel port connector (then of course some programming).
If you're going to buy one that can dump roms straight off the pcb, it's probly going to cost a bit.
You don't need a 2.5k$ rom programming like The Guru has.
Some one mentioned carts, if you're dumping a cart it works exactly the same, except instead of a socket for a dip chip, you'd use a socket for what ever cart type you're dumping (mcmelectronics sells NES, SNES, and GB pin connectors)