Not really. In term of cost: hardware nowadays is quite cheap, US$500 can get you a decent machine without monitor. BuildWise server is free and BuildAgent is as low as $12/month (with renewal discount). Unless you are building next FaceBook or Twitter, the chance of your test execution time is in a matter of hours, which is very admirable. 4 agents can reduce 2 hours test execution time to around 35 minutes.
In terms of effort, setting up BuildWise is simple and quick, so is the BuildWise Agent. Of course, like any CI solution, it depends on nature of your application. Agile is in the process offering services on help customers setting up build farms based on independent and reliable PAAS vendor: Vultr (the only reputable hosting company offer Windows server VM, $56/month).
Finally, once your build farm is set up, it can be easily configured to support another project, the resource is fully reusable.